+13.6%
AON vs D
+8.5%
+5.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.4% |
| 7D | -3.2% | +0.8% | -4.0% | -3.4% |
| 30D | -11.9% | -0.7% | -11.1% | -11.7% |
| 3M | -2.9% | +2.1% | -5.0% | -3.4% |
| 6M | -6.8% | +6.8% | -13.7% | -8.7% |
| YTD | -10.1% | +16.5% | -26.6% | -14.1% |
| 1Y | -14.2% | +19.2% | -33.4% | -18.7% |
| 3Y | -3.3% | +61.9% | -65.1% | -16.7% |
| 5Y | +13.6% | +6.5% | +7.1% | +16.0% |
| All | +13.6% | +8.5% | +5.1% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling