+2.9%
AON vs APD
+27.2%
-24.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | +23.3% | +11.0% | +12.3% | +21.6% |
| 3M | -5.5% | +1.3% | -6.9% | -5.7% |
| 6M | +8.0% | +6.4% | +1.7% | +7.1% |
| YTD | -4.0% | +28.9% | -32.9% | -7.5% |
| 1Y | -1.7% | +23.2% | -25.0% | -4.8% |
| 3Y | +2.9% | +26.3% | -23.4% | -0.1% |
| All | +2.9% | +27.2% | -24.3% | -0.1% |
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