+1,315.3%
AMAT vs AON
+228.2%
+1,087.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.3% | +11.1% | +11.3% |
| 7D | -1.1% | +0.7% | -1.8% | -1.5% |
| 30D | -26.9% | +23.1% | -50.0% | -33.0% |
| 3M | -31.2% | -6.0% | -25.1% | -30.2% |
| 6M | -14.7% | +7.9% | -22.6% | -20.8% |
| YTD | +44.7% | -4.1% | +48.8% | +40.4% |
| 1Y | +62.0% | -2.3% | +64.3% | +55.1% |
| 3Y | +165.0% | +3.4% | +161.5% | +135.1% |
| 5Y | +147.1% | +17.1% | +130.0% | +98.9% |
| 10Y | +1,315.3% | +230.6% | +1,084.7% | +507.3% |
| All | +1,315.3% | +228.2% | +1,087.1% | +507.3% |
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