+1,110.6%
AON vs AEE
+818.5%
+292.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | -7.9% | +1.1% | -9.0% | -8.3% |
| 30D | -14.6% | 0.0% | -14.6% | -14.7% |
| 3M | -7.9% | -0.9% | -7.0% | -7.6% |
| 6M | -8.0% | -2.4% | -5.6% | -7.4% |
| YTD | -13.2% | +8.6% | -21.9% | -16.5% |
| 1Y | -16.4% | +10.2% | -26.6% | -20.1% |
| 3Y | -6.7% | +47.8% | -54.5% | -21.6% |
| 5Y | +8.0% | +40.1% | -32.1% | -7.9% |
| 10Y | +205.6% | +195.0% | +10.6% | +85.4% |
| All | +1,110.6% | +818.5% | +292.2% | +287.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling