-61.4%
ADBE vs AON
+8.1%
-69.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.9% |
| 7D | -12.9% | -5.9% | -7.0% | -10.0% |
| 30D | -5.6% | -13.7% | +8.0% | +1.8% |
| 3M | +6.6% | -8.3% | +14.9% | +11.5% |
| 6M | -9.6% | -3.6% | -5.9% | -8.2% |
| YTD | -28.9% | -12.4% | -16.5% | -24.3% |
| 1Y | -28.9% | -14.6% | -14.3% | -23.4% |
| 3Y | -55.6% | -5.7% | -49.9% | -55.9% |
| All | -61.4% | +8.1% | -69.6% | -67.9% |
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