+202.6%
AON vs ARWR
+1,080.6%
-878.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -5.9% | -4.3% | -1.6% | -5.6% |
| 30D | -13.7% | -7.3% | -6.4% | -13.3% |
| 3M | -8.3% | +17.0% | -25.3% | -9.3% |
| 6M | -3.6% | +39.8% | -43.4% | -6.0% |
| YTD | -12.4% | +24.7% | -37.0% | -14.0% |
| 1Y | -14.6% | +186.5% | -201.1% | -20.9% |
| 3Y | -5.7% | +176.8% | -182.5% | -15.1% |
| 5Y | +9.1% | +29.3% | -20.2% | +0.7% |
| All | +202.6% | +1,080.6% | -878.0% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling