+685.7%
AON vs APTV
+180.9%
+504.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.4% | -1.4% |
| 7D | -3.2% | +2.0% | -5.2% | -3.6% |
| 30D | -11.9% | -7.7% | -4.2% | -10.6% |
| 3M | -2.9% | -34.0% | +31.1% | +4.4% |
| 6M | -6.8% | -37.1% | +30.3% | +0.3% |
| YTD | -10.1% | -39.9% | +29.8% | -2.7% |
| 1Y | -14.2% | -44.4% | +30.2% | -5.9% |
| 3Y | -3.3% | -54.5% | +51.2% | +7.6% |
| 5Y | +13.6% | -69.1% | +82.7% | +34.0% |
| 10Y | +209.2% | -20.0% | +229.2% | +162.0% |
| All | +685.7% | +180.9% | +504.8% | +355.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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