+45.0%
ADP vs AON
+9.3%
+35.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.8% |
| 7D | -5.7% | -7.9% | +2.2% | -1.6% |
| 30D | -3.1% | -14.6% | +11.6% | +4.7% |
| 3M | +15.6% | -7.9% | +23.5% | +20.1% |
| 6M | +20.8% | -8.0% | +28.8% | +25.5% |
| YTD | +4.7% | -13.2% | +18.0% | +11.6% |
| 1Y | -8.3% | -16.4% | +8.1% | -0.6% |
| 3Y | +13.6% | -6.7% | +20.2% | +15.4% |
| 5Y | +45.0% | +8.0% | +37.0% | +31.4% |
| All | +45.0% | +9.3% | +35.8% | +31.4% |
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