+5,143.6%
AON vs APA
+815.8%
+4,327.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.8% |
| 7D | -9.1% | +0.5% | -9.6% | -9.2% |
| 30D | -10.2% | +23.4% | -33.6% | -12.7% |
| 3M | +0.5% | +12.7% | -12.2% | -1.3% |
| 6M | -4.8% | +39.4% | -44.3% | -9.4% |
| YTD | -8.0% | +79.0% | -86.9% | -15.3% |
| 1Y | -13.1% | +88.8% | -101.9% | -20.9% |
| 3Y | -1.3% | +6.4% | -7.6% | -5.7% |
| 5Y | +14.9% | +153.0% | -138.1% | -5.6% |
| 10Y | +214.9% | +7.5% | +207.4% | +149.2% |
| All | +5,143.6% | +815.8% | +4,327.8% | +3,010.7% |
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