-11.6%
ABT vs AON
+9.0%
-20.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | -5.0% | -5.9% | +0.9% | -3.0% |
| 30D | -5.8% | -13.7% | +7.9% | -1.2% |
| 3M | +16.7% | -8.3% | +25.0% | +20.0% |
| 6M | -5.2% | -3.6% | -1.6% | -4.4% |
| YTD | -16.0% | -12.4% | -3.6% | -12.8% |
| 1Y | -18.3% | -14.6% | -3.6% | -14.4% |
| 3Y | +9.2% | -5.7% | +14.9% | +8.8% |
| 5Y | -11.6% | +9.1% | -20.7% | -20.5% |
| All | -11.6% | +9.0% | -20.6% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling