+2,217.8%
AEP vs AON
+4,830.5%
-2,612.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.2% |
| 7D | +0.9% | -7.9% | +8.8% | +2.7% |
| 30D | +1.5% | -14.6% | +16.1% | +4.9% |
| 3M | -1.7% | -7.9% | +6.2% | -0.2% |
| 6M | -4.0% | -8.0% | +4.0% | -2.8% |
| YTD | +10.6% | -13.2% | +23.8% | +13.2% |
| 1Y | +18.6% | -16.4% | +35.0% | +22.3% |
| 3Y | +78.7% | -6.7% | +85.4% | +78.6% |
| 5Y | +65.1% | +8.0% | +57.1% | +58.7% |
| 10Y | +177.7% | +205.6% | -27.9% | +111.5% |
| All | +2,217.8% | +4,830.5% | -2,612.7% | +945.0% |
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