+202.6%
AON vs AG
+73.4%
+129.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +1.1% |
| 7D | -5.9% | -5.8% | -0.1% | -5.8% |
| 30D | -13.7% | +6.4% | -20.0% | -13.8% |
| 3M | -8.3% | +28.4% | -36.6% | -8.9% |
| 6M | -3.6% | -24.5% | +20.8% | -3.1% |
| YTD | -12.4% | +21.2% | -33.5% | -13.5% |
| 1Y | -14.6% | +114.1% | -128.7% | -17.8% |
| 3Y | -5.7% | +268.0% | -273.8% | -12.3% |
| 5Y | +9.1% | +67.3% | -58.2% | +3.8% |
| All | +202.6% | +73.4% | +129.2% | +189.9% |
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