+401.2%
AON vs AR
-27.2%
+428.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -9.1% | +2.5% | -11.6% | -9.2% |
| 30D | -10.2% | +14.8% | -25.0% | -11.1% |
| 3M | +0.5% | +6.2% | -5.7% | 0.0% |
| 6M | -4.8% | +4.3% | -9.1% | -5.3% |
| YTD | -8.0% | +14.4% | -22.4% | -9.1% |
| 1Y | -13.1% | +21.3% | -34.4% | -14.6% |
| 3Y | -1.3% | +39.8% | -41.1% | -5.2% |
| 5Y | +14.9% | +142.1% | -127.2% | +4.3% |
| 10Y | +214.9% | +52.0% | +162.9% | +168.3% |
| All | +401.2% | -27.2% | +428.4% | +348.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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