-1.9%
AON vs DECK
+9.7%
-11.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.4% |
| 7D | +0.7% | +6.4% | -5.7% | -0.3% |
| 30D | +23.1% | +9.1% | +14.0% | +21.4% |
| 3M | -6.0% | -7.2% | +1.2% | -5.7% |
| 6M | +7.9% | -9.9% | +17.8% | +8.5% |
| YTD | -4.1% | -12.8% | +8.6% | -3.7% |
| All | -1.9% | +9.7% | -11.6% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 1y: compounded portfolio wealth divided by compounded DECK 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…
1y analysis · Full analysis span regression · 6 months rolling