+72.0%
AON vs ABCL
-79.5%
+151.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.2% | -4.9% | +0.2% |
| 7D | +0.7% | +12.4% | -11.7% | +0.6% |
| 30D | +23.1% | -0.4% | +23.5% | +23.1% |
| 3M | -6.0% | +80.4% | -86.4% | -7.2% |
| 6M | +7.9% | +138.5% | -130.7% | +5.7% |
| YTD | -4.1% | +265.5% | -269.6% | -7.3% |
| 1Y | -2.3% | +219.7% | -222.0% | -5.3% |
| 3Y | +3.4% | +209.4% | -206.0% | -1.0% |
| 5Y | +17.1% | -15.0% | +32.1% | +14.7% |
| All | +72.0% | -79.5% | +151.5% | +67.6% |
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