+2,436.4%
AON vs AEIS
+2,641.0%
-204.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.0% | -2.5% |
| 7D | -3.2% | +8.1% | -11.4% | -3.9% |
| 30D | -11.9% | -11.1% | -0.7% | -11.1% |
| 3M | -2.9% | -5.6% | +2.8% | -3.4% |
| 6M | -6.8% | -0.6% | -6.2% | -8.4% |
| YTD | -10.1% | +38.0% | -48.1% | -14.7% |
| 1Y | -14.2% | +87.2% | -101.5% | -21.4% |
| 3Y | -3.3% | +179.7% | -182.9% | -16.2% |
| 5Y | +13.6% | +241.7% | -228.1% | -4.5% |
| 10Y | +209.2% | +547.2% | -338.0% | +136.2% |
| All | +2,436.4% | +2,641.0% | -204.7% | +1,429.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling