+13.8%
AON vs AS
+134.9%
-121.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.8% |
| 7D | +4.4% | +6.9% | -2.6% | +4.2% |
| 30D | +24.1% | +16.0% | +8.1% | +23.6% |
| 3M | -7.0% | -12.8% | +5.9% | -6.8% |
| 6M | +9.1% | -15.4% | +24.5% | +9.3% |
| YTD | -4.4% | -15.7% | +11.3% | -4.3% |
| 1Y | -0.8% | +6.1% | -6.9% | -1.5% |
| All | +13.8% | +134.9% | -121.0% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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