+9.6%
AON vs AS
+120.4%
-110.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.3% |
| 7D | -9.1% | -4.9% | -4.2% | -9.0% |
| 30D | -10.2% | -19.6% | +9.4% | -9.9% |
| 3M | +0.5% | -14.4% | +14.9% | +0.8% |
| 6M | -4.8% | -20.1% | +15.3% | -4.5% |
| YTD | -8.0% | -20.9% | +12.9% | -7.7% |
| 1Y | -13.1% | -21.9% | +8.8% | -12.8% |
| All | +9.6% | +120.4% | -110.8% | +9.4% |
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