+832.1%
AON vs DG
+577.8%
+254.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.7% |
| 7D | -3.2% | -2.5% | -0.8% | -2.9% |
| 30D | -11.9% | +1.0% | -12.9% | -12.1% |
| 3M | -2.9% | +20.3% | -23.2% | -5.6% |
| 6M | -6.8% | -11.7% | +4.9% | -5.5% |
| YTD | -10.1% | -2.3% | -7.7% | -10.3% |
| 1Y | -14.2% | +20.0% | -34.2% | -17.3% |
| 3Y | -3.3% | +7.2% | -10.5% | -7.9% |
| 5Y | +13.6% | -37.9% | +51.5% | +19.3% |
| 10Y | +209.2% | +107.3% | +101.9% | +158.1% |
| All | +832.1% | +577.8% | +254.3% | +529.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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