+72.3%
AON vs ABCL
-79.6%
+151.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +1.9% | +2.3% | -0.4% | +1.8% |
| 30D | +23.3% | -0.7% | +24.0% | +23.3% |
| 3M | -5.5% | +33.4% | -38.9% | -6.1% |
| 6M | +8.0% | +137.8% | -129.7% | +5.9% |
| YTD | -4.0% | +264.3% | -268.3% | -7.2% |
| 1Y | -1.7% | +209.2% | -210.9% | -4.6% |
| 3Y | +2.9% | +208.4% | -205.5% | -1.5% |
| 5Y | +17.2% | -11.9% | +29.1% | +14.8% |
| All | +72.3% | -79.6% | +151.9% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling