+9.1%
AON vs A
-16.6%
+25.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | -5.9% | -4.6% | -1.3% | -4.9% |
| 30D | -13.7% | -4.3% | -9.4% | -12.9% |
| 3M | -8.3% | +8.9% | -17.2% | -10.2% |
| 6M | -3.6% | +24.5% | -28.1% | -9.1% |
| YTD | -12.4% | +5.8% | -18.2% | -14.1% |
| 1Y | -14.6% | +16.2% | -30.9% | -18.7% |
| 3Y | -5.7% | +28.5% | -34.2% | -16.4% |
| 5Y | +9.1% | -16.3% | +25.5% | +11.6% |
| All | +9.1% | -16.6% | +25.7% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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