+8.0%
AON vs AG
+69.4%
-61.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -3.5% |
| 7D | -7.9% | -0.1% | -7.8% | -7.9% |
| 30D | -14.6% | +12.5% | -27.1% | -14.8% |
| 3M | -7.9% | +28.2% | -36.1% | -8.2% |
| 6M | -8.0% | -18.8% | +10.8% | -7.6% |
| YTD | -13.2% | +27.4% | -40.6% | -14.3% |
| 1Y | -16.4% | +132.2% | -148.6% | -19.6% |
| 3Y | -6.7% | +286.9% | -293.5% | -13.6% |
| 5Y | +8.0% | +72.8% | -64.8% | +4.6% |
| All | +8.0% | +69.4% | -61.3% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling