+1,115.4%
AON vs AG
+255.2%
+860.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.6% |
| 7D | +1.0% | -10.0% | +11.0% | +1.5% |
| 30D | +23.2% | -10.5% | +33.7% | +23.7% |
| 3M | -5.0% | -27.3% | +22.2% | -3.9% |
| 6M | +9.3% | -43.0% | +52.3% | +11.4% |
| YTD | -3.4% | -17.9% | +14.5% | -3.9% |
| 1Y | -2.9% | +11.9% | -14.8% | -5.0% |
| 3Y | +3.6% | +201.8% | -198.2% | -5.4% |
| 5Y | +16.9% | -0.1% | +16.9% | +11.2% |
| 10Y | +234.4% | +72.7% | +161.7% | +196.0% |
| All | +1,115.4% | +255.2% | +860.3% | +750.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling