+5.1%
AON vs COMP
+353.8%
-348.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.7% | -13.5% | -3.1% |
| 7D | +4.4% | +13.4% | -9.1% | +3.9% |
| 30D | +24.1% | +11.1% | +13.0% | +23.6% |
| 3M | -7.0% | -18.8% | +11.9% | -6.7% |
| 6M | +9.1% | +10.5% | -1.4% | +8.7% |
| YTD | -4.4% | -3.4% | -1.0% | -4.7% |
| 1Y | -0.8% | +19.7% | -20.5% | -1.7% |
| 3Y | +5.1% | +381.6% | -376.5% | +5.9% |
| All | +5.1% | +353.8% | -348.7% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling