+197.7%
AON vs DD
+66.6%
+131.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -6.3% | -3.5% | -2.8% | -5.4% |
| 30D | -14.1% | -11.7% | -2.4% | -11.3% |
| 3M | -9.5% | -9.2% | -0.3% | -7.4% |
| 6M | -4.0% | -7.2% | +3.2% | -3.0% |
| YTD | -13.8% | +6.6% | -20.4% | -16.5% |
| 1Y | -18.3% | +32.0% | -50.3% | -25.7% |
| 3Y | -7.2% | +42.1% | -49.3% | -19.6% |
| 5Y | +7.3% | +58.1% | -50.7% | -12.0% |
| All | +197.7% | +66.6% | +131.1% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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