+8.0%
AON vs DRI
+68.4%
-60.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.1% |
| 7D | -7.9% | -4.8% | -3.1% | -6.7% |
| 30D | -14.6% | -3.9% | -10.7% | -13.8% |
| 3M | -7.9% | +5.1% | -13.0% | -9.2% |
| 6M | -8.0% | +5.5% | -13.5% | -9.6% |
| YTD | -13.2% | +16.5% | -29.7% | -17.3% |
| 1Y | -16.4% | +2.0% | -18.4% | -17.5% |
| 3Y | -6.7% | +54.5% | -61.2% | -19.2% |
| 5Y | +8.0% | +66.6% | -58.6% | -11.4% |
| All | +8.0% | +68.4% | -60.4% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling