+3.4%
AON vs D
+71.1%
-67.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.7% | +0.8% | -0.1% | +0.5% |
| 30D | +23.1% | +10.7% | +12.4% | +20.3% |
| 3M | -6.0% | +2.3% | -8.3% | -6.7% |
| 6M | +7.9% | +12.5% | -4.6% | +4.9% |
| YTD | -4.1% | +20.1% | -24.2% | -8.4% |
| 1Y | -2.3% | +15.6% | -17.9% | -5.8% |
| 3Y | +3.4% | +75.2% | -71.7% | -3.5% |
| All | +3.4% | +71.1% | -67.6% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling