+235.3%
AON vs AG
+76.0%
+159.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.5% |
| 7D | +1.0% | -10.0% | +11.0% | +1.3% |
| 30D | +23.2% | -10.5% | +33.7% | +23.4% |
| 3M | -5.0% | -27.3% | +22.2% | -4.4% |
| 6M | +9.3% | -43.0% | +52.3% | +10.6% |
| YTD | -3.4% | -17.9% | +14.5% | -4.0% |
| 1Y | -2.9% | +11.9% | -14.8% | -4.6% |
| 3Y | +3.6% | +201.8% | -198.2% | -3.7% |
| 5Y | +16.9% | -0.1% | +16.9% | +12.4% |
| All | +235.3% | +76.0% | +159.3% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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