+4,845.0%
AON vs AFL
+18,474.8%
-13,629.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.4% |
| 7D | -7.9% | -2.1% | -5.8% | -7.3% |
| 30D | -14.6% | -5.4% | -9.2% | -13.2% |
| 3M | -7.9% | -0.3% | -7.7% | -7.8% |
| 6M | -8.0% | +5.2% | -13.2% | -9.3% |
| YTD | -13.2% | +5.7% | -18.9% | -14.5% |
| 1Y | -16.4% | +10.2% | -26.6% | -18.7% |
| 3Y | -6.7% | +63.4% | -70.1% | -19.5% |
| 5Y | +8.0% | +133.0% | -125.0% | -16.3% |
| 10Y | +205.6% | +299.5% | -93.9% | +97.5% |
| All | +4,845.0% | +18,474.8% | -13,629.8% | +1,018.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling