+12,165.0%
ADP vs AON
+5,388.5%
+6,776.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | +2.2% | +1.0% | +1.1% | +1.8% |
| 30D | +10.6% | +23.2% | -12.6% | +3.5% |
| 3M | +12.9% | -5.0% | +17.9% | +14.4% |
| 6M | +50.6% | +9.3% | +41.3% | +46.2% |
| YTD | +23.2% | -3.4% | +26.6% | +24.0% |
| 1Y | +25.3% | -2.9% | +28.1% | +25.8% |
| 3Y | +47.1% | +3.6% | +43.5% | +43.9% |
| 5Y | +50.1% | +16.9% | +33.2% | +41.3% |
| 10Y | +323.6% | +234.4% | +89.3% | +196.6% |
| All | +12,165.0% | +5,388.5% | +6,776.5% | +3,839.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling