+235.3%
AON vs DRI
+331.7%
-96.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +1.0% | +1.1% | 0.0% | +0.8% |
| 30D | +23.2% | +9.7% | +13.5% | +20.5% |
| 3M | -5.0% | +3.2% | -8.2% | -5.7% |
| 6M | +9.3% | +20.6% | -11.2% | +4.3% |
| YTD | -3.4% | +28.3% | -31.7% | -9.7% |
| 1Y | -2.9% | +34.5% | -37.4% | -10.3% |
| 3Y | +3.6% | +66.5% | -62.9% | -10.2% |
| 5Y | +16.9% | +79.6% | -62.8% | -1.8% |
| All | +235.3% | +331.7% | -96.5% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling