+6.5%
XYL vs ABCL
-80.5%
+87.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.7% | -9.0% | -2.7% |
| 7D | +5.9% | -3.2% | +9.1% | +6.0% |
| 30D | -3.9% | -7.4% | +3.5% | -3.8% |
| 3M | -18.7% | +81.9% | -100.6% | -23.4% |
| 6M | -16.9% | +135.7% | -152.6% | -24.2% |
| YTD | -27.4% | +247.4% | -274.7% | -36.5% |
| 1Y | -34.0% | +162.3% | -196.3% | -41.0% |
| 3Y | +5.6% | +165.5% | -159.9% | -9.5% |
| 5Y | -20.6% | -21.3% | +0.7% | -27.7% |
| All | +6.5% | -80.5% | +87.0% | +1.3% |
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