+197.7%
AON vs AME
+445.1%
-247.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -4.9% | -3.0% |
| 7D | -6.3% | +1.7% | -8.1% | -7.0% |
| 30D | -14.1% | -6.4% | -7.7% | -11.9% |
| 3M | -9.5% | +7.1% | -16.6% | -12.6% |
| 6M | -4.0% | +8.2% | -12.2% | -8.4% |
| YTD | -13.8% | +18.2% | -32.0% | -21.3% |
| 1Y | -18.3% | +26.7% | -45.0% | -28.0% |
| 3Y | -7.2% | +60.7% | -67.9% | -28.5% |
| 5Y | +7.3% | +91.6% | -84.2% | -25.1% |
| All | +197.7% | +445.1% | -247.4% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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