+370.0%
ALL vs AON
+228.1%
+141.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.2% |
| 7D | 0.0% | -3.2% | +3.2% | +1.7% |
| 30D | +12.8% | +21.7% | -8.9% | +1.8% |
| 3M | +4.7% | -5.1% | +9.8% | +6.9% |
| 6M | +24.9% | +5.9% | +19.0% | +20.4% |
| YTD | +30.0% | -4.8% | +34.8% | +31.5% |
| 1Y | +29.9% | -4.1% | +34.0% | +30.9% |
| 3Y | +117.5% | +2.0% | +115.5% | +110.5% |
| 5Y | +161.7% | +15.2% | +146.5% | +133.2% |
| All | +370.0% | +228.1% | +141.8% | +147.4% |
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