+197.7%
AON vs AFL
+303.3%
-105.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | -6.3% | -1.6% | -4.7% | -5.6% |
| 30D | -14.1% | -4.0% | -10.1% | -12.6% |
| 3M | -9.5% | -0.5% | -9.0% | -9.2% |
| 6M | -4.0% | +6.5% | -10.5% | -6.5% |
| YTD | -13.8% | +6.2% | -20.0% | -15.8% |
| 1Y | -18.3% | +8.3% | -26.6% | -20.9% |
| 3Y | -7.2% | +62.5% | -69.7% | -24.7% |
| 5Y | +7.3% | +136.2% | -128.8% | -25.9% |
| All | +197.7% | +303.3% | -105.6% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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