+9.1%
AON vs AEIS
+219.6%
-210.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.1% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -13.7% | -16.4% | +2.7% | -13.3% |
| 3M | -8.3% | -11.1% | +2.9% | -8.7% |
| 6M | -3.6% | -12.0% | +8.4% | -4.5% |
| YTD | -12.4% | +30.9% | -43.2% | -16.9% |
| 1Y | -14.6% | +74.3% | -89.0% | -22.3% |
| 3Y | -5.7% | +165.2% | -170.9% | -21.9% |
| 5Y | +9.1% | +220.0% | -210.9% | -18.8% |
| All | +9.1% | +219.6% | -210.4% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling