+895.6%
AON vs ACM
+250.2%
+645.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -3.2% | +5.1% | -8.3% | -4.5% |
| 30D | +21.7% | +18.7% | +3.0% | +16.4% |
| 3M | -5.1% | +15.5% | -20.6% | -8.7% |
| 6M | +5.9% | +1.2% | +4.7% | +5.0% |
| YTD | -4.8% | -25.2% | +20.4% | +1.1% |
| 1Y | -4.1% | -46.3% | +42.2% | +10.9% |
| 3Y | +2.0% | -9.6% | +11.6% | +1.5% |
| 5Y | +15.2% | +4.4% | +10.8% | +9.6% |
| 10Y | +229.5% | +129.3% | +100.2% | +144.2% |
| All | +895.6% | +250.2% | +645.4% | +512.7% |
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