+910.2%
AON vs ACM
+252.1%
+658.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +1.0% | +5.6% | -4.6% | -0.4% |
| 30D | +23.2% | +20.8% | +2.4% | +17.3% |
| 3M | -5.0% | +11.4% | -16.4% | -7.7% |
| 6M | +9.3% | +0.9% | +8.4% | +8.5% |
| YTD | -3.4% | -24.8% | +21.4% | +2.4% |
| 1Y | -2.9% | -46.4% | +43.6% | +12.3% |
| 3Y | +3.6% | -9.2% | +12.9% | +3.0% |
| 5Y | +16.9% | +5.0% | +11.9% | +11.0% |
| 10Y | +234.4% | +130.6% | +103.8% | +147.4% |
| All | +910.2% | +252.1% | +658.1% | +520.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling