+8.1%
AMT vs AON
-6.9%
+15.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.7% |
| 7D | +1.5% | -7.9% | +9.4% | +3.6% |
| 30D | +3.7% | -14.6% | +18.4% | +7.9% |
| 3M | -7.2% | -7.9% | +0.7% | -5.6% |
| 6M | -4.2% | -8.0% | +3.8% | -2.7% |
| YTD | +1.9% | -13.2% | +15.1% | +4.9% |
| 1Y | -6.4% | -16.4% | +10.1% | -2.6% |
| All | +8.1% | -6.9% | +15.0% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling