-3.3%
AON vs APD
+10.0%
-13.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -3.2% | -2.5% | -0.7% | -2.9% |
| 30D | -11.9% | -1.9% | -10.0% | -11.6% |
| 3M | -2.9% | +8.2% | -11.1% | -3.8% |
| 6M | -6.8% | +10.7% | -17.6% | -8.1% |
| YTD | -10.1% | +22.9% | -33.0% | -12.8% |
| 1Y | -14.2% | +5.8% | -20.0% | -15.0% |
| 3Y | -3.3% | +7.8% | -11.0% | -5.1% |
| All | -3.3% | +10.0% | -13.2% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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