+1,362.0%
AMAT vs AON
+228.1%
+1,133.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.6% | -3.2% |
| 7D | +19.3% | -3.2% | +22.5% | +20.7% |
| 30D | -17.9% | +21.7% | -39.6% | -24.4% |
| 3M | -30.4% | -5.1% | -25.3% | -29.7% |
| 6M | -11.4% | +5.9% | -17.4% | -17.0% |
| YTD | +48.8% | -4.8% | +53.6% | +44.7% |
| 1Y | +66.0% | -4.1% | +70.1% | +60.4% |
| 3Y | +158.8% | +2.0% | +156.8% | +131.1% |
| 5Y | +153.2% | +15.2% | +138.0% | +105.3% |
| All | +1,362.0% | +228.1% | +1,133.9% | +480.3% |
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