+291.9%
AA vs AON
+5,128.2%
-4,836.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -0.7% | -9.1% | +8.4% | +2.9% |
| 30D | +5.0% | -10.2% | +15.2% | +9.1% |
| 3M | -35.8% | +0.5% | -36.3% | -36.7% |
| 6M | -18.4% | -4.8% | -13.6% | -18.3% |
| YTD | -5.5% | -8.0% | +2.5% | -4.9% |
| 1Y | +61.0% | -13.1% | +74.0% | +65.2% |
| 3Y | +66.2% | -1.3% | +67.5% | +58.3% |
| 5Y | +11.4% | +14.9% | -3.5% | -0.9% |
| 10Y | +116.9% | +214.9% | -98.0% | +32.4% |
| All | +291.9% | +5,128.2% | -4,836.3% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling