-6.6%
AON vs APA
+12.6%
-19.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.5% | -3.6% |
| 7D | -7.9% | +0.3% | -8.2% | -7.9% |
| 30D | -14.6% | +9.3% | -24.0% | -14.9% |
| 3M | -7.9% | +23.3% | -31.2% | -8.6% |
| 6M | -8.0% | +39.5% | -47.5% | -9.2% |
| YTD | -13.2% | +87.6% | -100.8% | -15.4% |
| 1Y | -16.4% | +114.2% | -130.7% | -19.0% |
| All | -6.6% | +12.6% | -19.2% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 3y: compounded portfolio wealth divided by compounded APA 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…
3y analysis · Full analysis span regression · 6 months rolling