-43.5%
ACN vs AON
+9.0%
-52.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.7% |
| 7D | -7.9% | -5.9% | -2.0% | -4.8% |
| 30D | -1.1% | -13.7% | +12.6% | +6.7% |
| 3M | +5.6% | -8.3% | +13.9% | +10.8% |
| 6M | -9.9% | -3.6% | -6.3% | -7.9% |
| YTD | -32.3% | -12.4% | -20.0% | -27.7% |
| 1Y | -25.3% | -14.6% | -10.7% | -19.3% |
| 3Y | -42.3% | -5.7% | -36.6% | -41.9% |
| 5Y | -43.5% | +9.1% | -52.6% | -51.0% |
| All | -43.5% | +9.0% | -52.5% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling