+12,023.7%
ADP vs AON
+5,359.9%
+6,663.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.9% | -2.4% | +3.3% | +1.7% |
| 30D | +11.9% | +22.8% | -10.9% | +4.9% |
| 3M | +13.7% | -5.3% | +19.1% | +15.3% |
| 6M | +46.8% | +8.4% | +38.4% | +42.9% |
| YTD | +21.8% | -3.9% | +25.7% | +22.8% |
| 1Y | +23.5% | -3.1% | +26.6% | +24.2% |
| 3Y | +44.1% | +3.0% | +41.1% | +41.2% |
| 5Y | +49.9% | +16.7% | +33.2% | +41.3% |
| 10Y | +318.8% | +232.6% | +86.1% | +193.7% |
| All | +12,023.7% | +5,359.9% | +6,663.8% | +3,800.1% |
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