-20.6%
AON vs ADVB
-88.8%
+68.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -2.3% |
| 7D | -3.2% | -14.0% | +10.8% | -3.3% |
| 30D | -11.9% | +41.0% | -52.8% | -11.7% |
| 3M | -2.9% | +127.9% | -130.8% | -2.6% |
| 6M | -6.8% | +101.3% | -108.2% | -6.9% |
| YTD | -10.1% | +53.8% | -63.8% | -9.8% |
| 1Y | -14.2% | +4.4% | -18.7% | -13.9% |
| All | -20.6% | -88.8% | +68.1% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling