+216.7%
AON vs AMC
-98.9%
+315.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -2.2% |
| 7D | -3.2% | -0.8% | -2.4% | -3.2% |
| 30D | -11.9% | -1.2% | -10.7% | -11.9% |
| 3M | -2.9% | +42.2% | -45.1% | -3.5% |
| 6M | -6.8% | +118.8% | -125.6% | -8.0% |
| YTD | -10.1% | +64.1% | -74.2% | -10.9% |
| 1Y | -14.2% | -9.5% | -4.7% | -14.5% |
| 3Y | -3.3% | -64.3% | +61.1% | -3.3% |
| 5Y | +13.6% | -99.5% | +113.1% | +17.0% |
| All | +216.7% | -98.9% | +315.7% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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