+317.2%
ADP vs AON
+228.1%
+89.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | +0.3% | -3.2% | +3.4% | +2.0% |
| 30D | +11.6% | +21.7% | -10.1% | +0.4% |
| 3M | +15.1% | -5.1% | +20.2% | +17.5% |
| 6M | +46.0% | +5.9% | +40.1% | +40.8% |
| YTD | +22.4% | -4.8% | +27.2% | +24.2% |
| 1Y | +24.5% | -4.1% | +28.5% | +25.7% |
| 3Y | +44.8% | +2.0% | +42.8% | +39.3% |
| 5Y | +49.1% | +15.2% | +33.9% | +32.3% |
| All | +317.2% | +228.1% | +89.0% | +100.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling