+55.7%
AON vs ABCL
-81.9%
+137.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -3.5% |
| 7D | -7.9% | -2.7% | -5.2% | -7.9% |
| 30D | -14.6% | +18.3% | -33.0% | -15.0% |
| 3M | -7.9% | +108.5% | -116.4% | -9.4% |
| 6M | -8.0% | +213.9% | -221.9% | -10.6% |
| YTD | -13.2% | +223.1% | -236.3% | -15.9% |
| 1Y | -16.4% | +160.6% | -177.0% | -18.7% |
| 3Y | -6.7% | +104.3% | -110.9% | -9.6% |
| 5Y | +8.0% | -40.0% | +48.1% | +5.9% |
| All | +55.7% | -81.9% | +137.6% | +52.1% |
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