+16.8%
AON vs COMP
-10.9%
+27.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +23.2% | +16.6% | +6.6% | +22.0% |
| 3M | -5.0% | -23.5% | +18.5% | -3.9% |
| 6M | +9.3% | +25.7% | -16.4% | +7.6% |
| YTD | -3.4% | -3.4% | 0.0% | -4.2% |
| 1Y | -2.9% | +7.6% | -10.5% | -4.3% |
| 3Y | +3.6% | +423.6% | -419.9% | -9.6% |
| All | +16.8% | -10.9% | +27.7% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling