+23.7%
AON vs AUR
-36.7%
+60.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.1% |
| 7D | -5.9% | +0.2% | -6.0% | -5.9% |
| 30D | -13.7% | -8.9% | -4.7% | -13.5% |
| 3M | -8.3% | +4.6% | -12.9% | -8.6% |
| 6M | -3.6% | +44.9% | -48.5% | -5.3% |
| YTD | -12.4% | +64.8% | -77.2% | -14.4% |
| 1Y | -14.6% | +16.4% | -31.0% | -15.7% |
| 3Y | -5.7% | +85.1% | -90.8% | -11.7% |
| 5Y | +9.1% | -36.1% | +45.3% | +4.4% |
| All | +23.7% | -36.7% | +60.4% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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