+117.0%
AA vs AON
+204.8%
-87.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.8% |
| 7D | -3.4% | -6.3% | +2.9% | -0.3% |
| 30D | -5.8% | -14.1% | +8.3% | +1.1% |
| 3M | -29.9% | -9.5% | -20.4% | -27.5% |
| 6M | -27.0% | -4.0% | -23.0% | -27.7% |
| YTD | -8.7% | -13.8% | +5.1% | -5.1% |
| 1Y | +50.6% | -18.3% | +68.9% | +60.9% |
| 3Y | +74.1% | -7.2% | +81.3% | +64.6% |
| 5Y | +2.6% | +7.3% | -4.7% | -15.4% |
| All | +117.0% | +204.8% | -87.8% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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