+197.7%
AON vs AEIS
+562.2%
-364.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -2.1% |
| 7D | -6.3% | +2.3% | -8.6% | -6.6% |
| 30D | -14.1% | -14.8% | +0.7% | -12.9% |
| 3M | -9.5% | -15.6% | +6.1% | -9.0% |
| 6M | -4.0% | -8.7% | +4.7% | -5.4% |
| YTD | -13.8% | +37.3% | -51.1% | -20.5% |
| 1Y | -18.3% | +80.3% | -98.6% | -28.3% |
| 3Y | -7.2% | +177.9% | -185.1% | -26.8% |
| 5Y | +7.3% | +235.8% | -228.5% | -20.3% |
| All | +197.7% | +562.2% | -364.6% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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