+5,404.7%
AON vs APD
+6,473.2%
-1,068.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +1.0% | +3.8% | -2.8% | -0.2% |
| 30D | +23.2% | +8.2% | +15.0% | +20.1% |
| 3M | -5.0% | +4.3% | -9.3% | -6.4% |
| 6M | +9.3% | +4.7% | +4.6% | +7.4% |
| YTD | -3.4% | +31.5% | -35.0% | -12.6% |
| 1Y | -2.9% | +23.5% | -26.4% | -10.5% |
| 3Y | +3.6% | +29.1% | -25.5% | -8.3% |
| 5Y | +16.9% | +15.9% | +1.0% | +5.8% |
| 10Y | +234.4% | +191.9% | +42.5% | +116.9% |
| All | +5,404.7% | +6,473.2% | -1,068.6% | +1,241.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling