+65.1%
AON vs ABCL
-81.3%
+146.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -9.1% | +0.7% | -9.8% | -9.1% |
| 30D | -10.2% | +93.1% | -103.3% | -11.5% |
| 3M | +0.5% | +79.4% | -78.9% | -0.8% |
| 6M | -4.8% | +214.9% | -219.7% | -7.5% |
| YTD | -8.0% | +234.2% | -242.2% | -10.9% |
| 1Y | -13.1% | +174.8% | -187.8% | -15.6% |
| 3Y | -1.3% | +104.5% | -105.8% | -4.3% |
| 5Y | +14.9% | -39.0% | +53.9% | +12.6% |
| All | +65.1% | -81.3% | +146.4% | +61.2% |
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