+16.3%
AON vs COMP
-31.2%
+47.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -9.1% | +1.4% | -10.5% | -9.1% |
| 30D | -10.2% | -13.3% | +3.1% | -9.6% |
| 3M | +0.5% | +41.1% | -40.6% | -1.5% |
| 6M | -4.8% | +17.2% | -22.0% | -6.2% |
| YTD | -8.0% | +5.2% | -13.2% | -9.0% |
| 1Y | -13.1% | +18.9% | -32.0% | -14.8% |
| 3Y | -1.3% | +215.9% | -217.2% | -10.7% |
| All | +16.3% | -31.2% | +47.5% | +13.8% |
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