+8.0%
AON vs ACM
+2.7%
+5.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.5% | -2.7% |
| 7D | -7.9% | -3.7% | -4.2% | -7.0% |
| 30D | -14.6% | -12.7% | -2.0% | -11.7% |
| 3M | -7.9% | -9.8% | +1.9% | -5.7% |
| 6M | -8.0% | -31.4% | +23.4% | +1.2% |
| YTD | -13.2% | -32.1% | +18.9% | -5.0% |
| 1Y | -16.4% | -47.8% | +31.4% | -0.8% |
| 3Y | -6.7% | -22.1% | +15.4% | -6.3% |
| 5Y | +8.0% | +1.8% | +6.2% | -4.0% |
| All | +8.0% | +2.7% | +5.3% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling