-6.6%
AON vs DAR
+9.6%
-16.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.5% |
| 7D | -7.9% | -0.2% | -7.8% | -7.9% |
| 30D | -14.6% | +7.4% | -22.1% | -14.8% |
| 3M | -7.9% | +15.7% | -23.6% | -8.3% |
| 6M | -8.0% | +30.0% | -38.0% | -8.7% |
| YTD | -13.2% | +87.5% | -100.8% | -14.9% |
| 1Y | -16.4% | +113.4% | -129.8% | -18.5% |
| All | -6.6% | +9.6% | -16.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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