+170.5%
AEP vs AON
+204.8%
-34.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.4% |
| 7D | -0.9% | -6.3% | +5.4% | +1.0% |
| 30D | -1.1% | -14.1% | +13.0% | +3.2% |
| 3M | -3.3% | -9.5% | +6.2% | -0.9% |
| 6M | -4.6% | -4.0% | -0.6% | -4.4% |
| YTD | +9.4% | -13.8% | +23.2% | +13.1% |
| 1Y | +16.9% | -18.3% | +35.2% | +22.9% |
| 3Y | +76.6% | -7.2% | +83.8% | +75.9% |
| 5Y | +66.2% | +7.3% | +58.9% | +55.6% |
| All | +170.5% | +204.8% | -34.3% | +87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling