+202.6%
AON vs ACM
+131.7%
+71.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.5% |
| 7D | -5.9% | -5.9% | 0.0% | -4.3% |
| 30D | -13.7% | -6.2% | -7.5% | -12.3% |
| 3M | -8.3% | -7.9% | -0.4% | -6.6% |
| 6M | -3.6% | -30.6% | +27.0% | +5.6% |
| YTD | -12.4% | -33.3% | +20.9% | -3.5% |
| 1Y | -14.6% | -49.2% | +34.5% | +1.3% |
| 3Y | -5.7% | -23.5% | +17.7% | -2.4% |
| 5Y | +9.1% | +0.9% | +8.2% | +3.1% |
| All | +202.6% | +131.7% | +71.0% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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