+67.1%
ADM vs AON
+9.3%
+57.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +3.2% |
| 7D | +1.4% | -7.9% | +9.3% | +3.1% |
| 30D | +8.2% | -14.6% | +22.9% | +11.7% |
| 3M | +8.7% | -7.9% | +16.6% | +10.1% |
| 6M | +29.1% | -8.0% | +37.1% | +30.5% |
| YTD | +53.7% | -13.2% | +66.9% | +57.3% |
| 1Y | +43.2% | -16.4% | +59.7% | +48.1% |
| 3Y | +21.4% | -6.7% | +28.1% | +20.2% |
| 5Y | +67.1% | +8.0% | +59.1% | +59.2% |
| All | +67.1% | +9.3% | +57.8% | +59.2% |
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