+1,118.6%
ABBV vs AON
+540.5%
+578.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.2% |
| 7D | -4.3% | -3.2% | -1.1% | -3.2% |
| 30D | +1.1% | -11.9% | +13.0% | +5.5% |
| 3M | +12.3% | -2.9% | +15.2% | +13.0% |
| 6M | +9.8% | -6.8% | +16.6% | +11.8% |
| YTD | +11.5% | -10.1% | +21.5% | +14.5% |
| 1Y | +22.3% | -14.2% | +36.5% | +27.6% |
| 3Y | +85.2% | -3.3% | +88.4% | +82.3% |
| 5Y | +170.8% | +13.6% | +157.2% | +144.8% |
| 10Y | +485.4% | +209.2% | +276.3% | +214.2% |
| All | +1,118.6% | +540.5% | +578.1% | +421.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 all: compounded portfolio wealth divided by compounded AON 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…
all analysis · Full analysis span regression · 6 months rolling