-14.2%
AON vs COMP
+11.9%
-26.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.1% | -2.2% |
| 7D | -3.2% | +4.1% | -7.3% | -3.3% |
| 30D | -11.9% | -14.5% | +2.7% | -11.7% |
| 3M | -2.9% | +41.8% | -44.7% | -3.0% |
| 6M | -6.8% | +23.6% | -30.4% | -6.7% |
| YTD | -10.1% | +1.7% | -11.8% | -10.1% |
| 1Y | -14.2% | +12.6% | -26.8% | -16.2% |
| All | -14.2% | +11.9% | -26.1% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling