+5,143.6%
AON vs APD
+6,115.6%
-972.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -9.1% | -2.2% | -6.9% | -8.4% |
| 30D | -10.2% | +2.1% | -12.3% | -10.9% |
| 3M | +0.5% | +7.2% | -6.7% | -2.0% |
| 6M | -4.8% | +11.2% | -16.1% | -8.6% |
| YTD | -8.0% | +24.4% | -32.4% | -15.1% |
| 1Y | -13.1% | +6.7% | -19.7% | -16.0% |
| 3Y | -1.3% | +9.2% | -10.5% | -7.9% |
| 5Y | +14.9% | +27.4% | -12.4% | +0.6% |
| 10Y | +214.9% | +164.8% | +50.1% | +110.9% |
| All | +5,143.6% | +6,115.6% | -972.0% | +1,202.0% |
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