+5,404.7%
AON vs APA
+942.4%
+4,462.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +1.3% |
| 7D | +1.0% | +8.5% | -7.5% | 0.0% |
| 30D | +23.2% | +2.8% | +20.4% | +22.5% |
| 3M | -5.0% | +21.7% | -26.7% | -7.7% |
| 6M | +9.3% | +32.6% | -23.3% | +4.8% |
| YTD | -3.4% | +103.7% | -107.1% | -12.8% |
| 1Y | -2.9% | +101.8% | -104.7% | -12.3% |
| 3Y | +3.6% | +48.1% | -44.4% | -5.2% |
| 5Y | +16.9% | +91.9% | -75.0% | -0.2% |
| 10Y | +234.4% | +8.4% | +226.0% | +164.8% |
| All | +5,404.7% | +942.4% | +4,462.2% | +3,103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling