+100.6%
AMT vs AON
+209.9%
-109.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | -2.7% | -5.9% | +3.2% | -0.3% |
| 30D | +2.0% | -13.7% | +15.7% | +7.9% |
| 3M | -9.3% | -8.3% | -1.0% | -6.6% |
| 6M | -5.2% | -3.6% | -1.6% | -4.8% |
| YTD | +0.5% | -12.4% | +12.8% | +4.5% |
| 1Y | -7.3% | -14.6% | +7.4% | -2.6% |
| 3Y | +6.2% | -5.7% | +11.9% | +5.3% |
| 5Y | -31.2% | +9.1% | -40.3% | -36.9% |
| All | +100.6% | +209.9% | -109.3% | +21.2% |
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