+8.0%
AON vs ARWR
+25.7%
-17.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -3.4% |
| 7D | -7.9% | -3.2% | -4.7% | -7.7% |
| 30D | -14.6% | -6.5% | -8.2% | -14.3% |
| 3M | -7.9% | +12.7% | -20.6% | -8.8% |
| 6M | -8.0% | +36.2% | -44.2% | -10.2% |
| YTD | -13.2% | +24.5% | -37.7% | -14.9% |
| 1Y | -16.4% | +198.0% | -214.4% | -23.3% |
| 3Y | -6.7% | +176.4% | -183.0% | -17.1% |
| 5Y | +8.0% | +26.6% | -18.5% | -3.3% |
| All | +8.0% | +25.7% | -17.7% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling