+5,143.6%
AON vs DD
+961.9%
+4,181.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | -9.1% | -3.5% | -5.6% | -8.2% |
| 30D | -10.2% | -10.3% | +0.1% | -7.6% |
| 3M | +0.5% | -7.5% | +8.0% | +2.3% |
| 6M | -4.8% | -8.0% | +3.2% | -3.6% |
| YTD | -8.0% | +10.5% | -18.5% | -11.6% |
| 1Y | -13.1% | +38.3% | -51.3% | -21.7% |
| 3Y | -1.3% | +42.5% | -43.8% | -13.9% |
| 5Y | +14.9% | +60.2% | -45.3% | -4.6% |
| 10Y | +214.9% | +68.9% | +146.0% | +142.8% |
| All | +5,143.6% | +961.9% | +4,181.7% | +2,053.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling