+3,541.8%
AEM vs AON
+5,010.1%
-1,468.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.3% |
| 7D | +4.3% | -3.2% | +7.6% | +4.5% |
| 30D | +13.1% | -11.9% | +25.0% | +13.9% |
| 3M | +24.8% | -2.9% | +27.7% | +24.8% |
| 6M | -8.2% | -6.8% | -1.4% | -8.1% |
| YTD | +19.8% | -10.1% | +29.9% | +20.2% |
| 1Y | +32.1% | -14.2% | +46.3% | +32.8% |
| 3Y | +348.2% | -3.3% | +351.4% | +346.0% |
| 5Y | +297.5% | +13.6% | +283.9% | +290.3% |
| 10Y | +343.3% | +209.2% | +134.1% | +309.1% |
| All | +3,541.8% | +5,010.1% | -1,468.2% | +4,151.9% |
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