+7.3%
AON vs AEE
+38.7%
-31.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | -6.3% | -0.8% | -5.5% | -6.0% |
| 30D | -14.1% | -2.9% | -11.2% | -13.0% |
| 3M | -9.5% | -2.4% | -7.1% | -8.6% |
| 6M | -4.0% | -2.7% | -1.3% | -3.3% |
| YTD | -13.8% | +7.3% | -21.1% | -16.9% |
| 1Y | -18.3% | +7.5% | -25.8% | -21.4% |
| 3Y | -7.2% | +46.2% | -53.4% | -22.4% |
| All | +7.3% | +38.7% | -31.4% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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