+18.4%
XYL vs ABCL
-81.2%
+99.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +2.9% |
| 7D | +1.8% | +1.4% | +0.4% | +1.7% |
| 30D | -9.2% | +65.1% | -74.3% | -13.3% |
| 3M | -0.3% | +111.1% | -111.3% | -7.2% |
| 6M | -11.0% | +231.6% | -242.6% | -20.9% |
| YTD | -19.2% | +234.5% | -253.7% | -28.7% |
| 1Y | -21.2% | +174.3% | -195.5% | -29.8% |
| 3Y | +18.6% | +111.5% | -92.9% | +4.1% |
| 5Y | -14.3% | -37.3% | +23.0% | -21.0% |
| All | +18.4% | -81.2% | +99.7% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling