+1,728.8%
AON vs AGI
+5,263.7%
-3,534.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.1% |
| 7D | -5.9% | -5.4% | -0.5% | -5.8% |
| 30D | -13.7% | +6.6% | -20.3% | -13.8% |
| 3M | -8.3% | +8.2% | -16.5% | -8.5% |
| 6M | -3.6% | -29.3% | +25.7% | -3.0% |
| YTD | -12.4% | -7.4% | -5.0% | -12.5% |
| 1Y | -14.6% | +7.9% | -22.6% | -15.2% |
| 3Y | -5.7% | +206.2% | -211.9% | -9.1% |
| 5Y | +9.1% | +397.6% | -388.5% | +3.7% |
| 10Y | +208.7% | +383.4% | -174.7% | +189.5% |
| All | +1,728.8% | +5,263.7% | -3,534.9% | +1,624.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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