+14.7%
ADP vs AON
-3.6%
+18.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.5% |
| 7D | -5.5% | -3.2% | -2.3% | -4.1% |
| 30D | -1.2% | -11.9% | +10.6% | +4.3% |
| 3M | +17.9% | -2.9% | +20.7% | +19.2% |
| 6M | +20.3% | -6.8% | +27.2% | +23.6% |
| YTD | +5.8% | -10.1% | +15.9% | +10.0% |
| 1Y | -7.7% | -14.2% | +6.5% | -2.3% |
| 3Y | +14.7% | -3.3% | +18.0% | +18.6% |
| All | +14.7% | -3.6% | +18.4% | +18.6% |
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