+21.5%
ADM vs AON
-6.9%
+28.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +2.9% |
| 7D | +1.4% | -7.9% | +9.3% | +2.6% |
| 30D | +8.2% | -14.6% | +22.9% | +10.6% |
| 3M | +8.7% | -7.9% | +16.6% | +9.6% |
| 6M | +29.1% | -8.0% | +37.1% | +30.1% |
| YTD | +53.7% | -13.2% | +66.9% | +56.6% |
| 1Y | +43.2% | -16.4% | +59.7% | +47.2% |
| All | +21.5% | -6.9% | +28.4% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling