+4,845.0%
AON vs AME
+18,594.4%
-13,749.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | -7.9% | +1.3% | -9.2% | -8.3% |
| 30D | -14.6% | -6.6% | -8.1% | -13.1% |
| 3M | -7.9% | +3.0% | -10.9% | -9.1% |
| 6M | -8.0% | +5.3% | -13.3% | -10.1% |
| YTD | -13.2% | +15.4% | -28.7% | -17.6% |
| 1Y | -16.4% | +26.8% | -43.2% | -22.9% |
| 3Y | -6.7% | +56.5% | -63.2% | -19.9% |
| 5Y | +8.0% | +85.2% | -77.2% | -11.9% |
| 10Y | +205.6% | +428.5% | -222.9% | +85.9% |
| All | +4,845.0% | +18,594.4% | -13,749.4% | +1,506.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling