+16.3%
AON vs DECK
+25.5%
-9.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.4% |
| 7D | -9.1% | -2.2% | -6.9% | -8.9% |
| 30D | -10.2% | -13.6% | +3.3% | -8.8% |
| 3M | +0.5% | -21.2% | +21.7% | +3.1% |
| 6M | -4.8% | -21.1% | +16.3% | -2.6% |
| YTD | -8.0% | -17.2% | +9.2% | -6.6% |
| 1Y | -13.1% | -30.7% | +17.7% | -10.2% |
| 3Y | -1.3% | -3.4% | +2.1% | -6.6% |
| All | +16.3% | +25.5% | -9.2% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling