+5,372.6%
AON vs D
+2,441.4%
+2,931.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +1.9% | +2.4% | -0.5% | +1.1% |
| 30D | +23.3% | +10.9% | +12.4% | +18.9% |
| 3M | -5.5% | +2.8% | -8.4% | -6.5% |
| 6M | +8.0% | +12.7% | -4.7% | +3.3% |
| YTD | -4.0% | +20.3% | -24.3% | -10.7% |
| 1Y | -1.7% | +17.1% | -18.9% | -7.8% |
| 3Y | +2.9% | +75.1% | -72.2% | -17.9% |
| 5Y | +17.2% | +13.1% | +4.1% | +8.5% |
| 10Y | +225.8% | +48.3% | +177.5% | +164.4% |
| All | +5,372.6% | +2,441.4% | +2,931.2% | +1,437.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling