-15.3%
AON vs ADVB
-97.4%
+82.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | +0.2% |
| 7D | +1.9% | -4.1% | +6.0% | +1.8% |
| 30D | +23.3% | -60.3% | +83.6% | +22.7% |
| 3M | -5.5% | -73.3% | +67.8% | -6.1% |
| 6M | +8.0% | -65.9% | +74.0% | +7.9% |
| YTD | -4.0% | -63.9% | +59.9% | -4.3% |
| 1Y | -1.7% | -74.1% | +72.4% | -1.5% |
| All | -15.3% | -97.4% | +82.1% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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