+162.4%
ALL vs AON
+17.1%
+145.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.3% |
| 7D | +5.0% | +1.0% | +4.0% | +4.5% |
| 30D | +13.3% | +23.2% | -9.9% | +2.5% |
| 3M | +3.2% | -5.0% | +8.2% | +5.2% |
| 6M | +25.3% | +9.3% | +16.0% | +19.4% |
| YTD | +30.5% | -3.4% | +33.9% | +31.2% |
| 1Y | +29.2% | -2.9% | +32.1% | +29.5% |
| 3Y | +119.1% | +3.6% | +115.5% | +113.1% |
| All | +162.4% | +17.1% | +145.4% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling