+8.0%
XYL vs ABCL
-79.5%
+87.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.8% | +1.1% |
| 7D | +2.1% | +12.4% | -10.4% | +1.2% |
| 30D | -3.4% | -0.4% | -3.0% | -3.7% |
| 3M | -17.2% | +80.4% | -97.6% | -21.9% |
| 6M | -12.0% | +138.5% | -150.6% | -19.8% |
| YTD | -26.3% | +265.5% | -291.8% | -35.8% |
| 1Y | -33.5% | +219.7% | -253.2% | -41.4% |
| 3Y | +6.4% | +209.4% | -203.0% | -10.0% |
| 5Y | -20.9% | -15.0% | -5.9% | -28.3% |
| All | +8.0% | -79.5% | +87.5% | +2.4% |
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