+23.8%
AON vs DECK
+25.8%
-1.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.1% |
| 7D | +7.3% | +6.0% | +1.3% | +6.6% |
| 30D | +26.0% | +7.4% | +18.6% | +24.9% |
| 3M | -4.1% | -11.7% | +7.6% | -2.8% |
| 6M | +10.0% | -11.0% | +21.0% | +11.2% |
| YTD | -1.7% | -15.4% | +13.7% | -0.4% |
| 1Y | +1.5% | +7.2% | -5.7% | -0.2% |
| 3Y | +8.9% | -11.8% | +20.7% | +4.0% |
| 5Y | +23.8% | +24.3% | -0.5% | +7.4% |
| All | +23.8% | +25.8% | -1.9% | +7.4% |
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