+5.1%
AON vs ABCL
+156.0%
-150.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.7% | -9.5% | -2.7% |
| 7D | +4.4% | -3.2% | +7.5% | +4.3% |
| 30D | +24.1% | -7.4% | +31.5% | +24.1% |
| 3M | -7.0% | +81.9% | -88.9% | -6.5% |
| 6M | +9.1% | +135.7% | -126.6% | +9.7% |
| YTD | -4.4% | +247.4% | -251.8% | -4.2% |
| 1Y | -0.8% | +162.3% | -163.0% | -0.4% |
| 3Y | +5.1% | +165.5% | -160.3% | +5.8% |
| All | +5.1% | +156.0% | -150.9% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling