+3,690.1%
AON vs DECK
+7,999.1%
-4,309.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | 0.0% |
| 7D | +7.3% | +6.0% | +1.3% | +6.8% |
| 30D | +26.0% | +7.4% | +18.6% | +25.3% |
| 3M | -4.1% | -11.7% | +7.6% | -3.1% |
| 6M | +10.0% | -11.0% | +21.0% | +10.9% |
| YTD | -1.7% | -15.4% | +13.7% | -0.8% |
| 1Y | +1.5% | +7.2% | -5.7% | +0.4% |
| 3Y | +8.9% | -11.8% | +20.7% | +7.5% |
| 5Y | +23.8% | +24.3% | -0.5% | +17.6% |
| 10Y | +248.9% | +907.5% | -658.6% | +178.4% |
| All | +3,690.1% | +7,999.1% | -4,309.0% | +2,249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling