+45.4%
ADP vs AON
+3.0%
+42.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.9% | -2.4% | +3.3% | +2.0% |
| 30D | +11.9% | +22.8% | -10.9% | +1.9% |
| 3M | +13.7% | -5.3% | +19.1% | +15.9% |
| 6M | +46.8% | +8.4% | +38.4% | +41.2% |
| YTD | +21.8% | -3.9% | +25.7% | +22.4% |
| 1Y | +23.5% | -3.1% | +26.6% | +23.8% |
| All | +45.4% | +3.0% | +42.5% | +45.5% |
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