+971.0%
AON vs AU
+751.1%
+219.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.2% |
| 7D | -5.9% | -7.0% | +1.1% | -5.6% |
| 30D | -13.7% | +7.3% | -20.9% | -14.0% |
| 3M | -8.3% | +33.2% | -41.5% | -9.8% |
| 6M | -3.6% | -0.6% | -3.0% | -4.1% |
| YTD | -12.4% | +26.2% | -38.5% | -14.2% |
| 1Y | -14.6% | +68.3% | -82.9% | -18.0% |
| 3Y | -5.7% | +592.1% | -597.8% | -17.4% |
| 5Y | +9.1% | +685.3% | -676.1% | -6.2% |
| 10Y | +208.7% | +682.5% | -473.8% | +157.5% |
| All | +971.0% | +751.1% | +219.9% | +778.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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