+205.6%
AON vs D
+34.1%
+171.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.0% |
| 7D | -7.9% | -0.4% | -7.5% | -7.8% |
| 30D | -14.6% | -2.1% | -12.6% | -14.1% |
| 3M | -7.9% | -0.7% | -7.2% | -7.8% |
| 6M | -8.0% | +5.6% | -13.6% | -10.1% |
| YTD | -13.2% | +14.6% | -27.8% | -17.6% |
| 1Y | -16.4% | +15.3% | -31.8% | -20.9% |
| 3Y | -6.7% | +59.1% | -65.8% | -22.3% |
| 5Y | +8.0% | +3.9% | +4.1% | +4.6% |
| 10Y | +205.6% | +38.5% | +167.1% | +172.5% |
| All | +205.6% | +34.1% | +171.6% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling