+16.8%
AON vs DRI
+78.6%
-61.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +1.0% | +1.1% | 0.0% | +0.7% |
| 30D | +23.2% | +9.7% | +13.5% | +20.2% |
| 3M | -5.0% | +3.2% | -8.2% | -5.9% |
| 6M | +9.3% | +20.6% | -11.2% | +3.7% |
| YTD | -3.4% | +28.3% | -31.7% | -10.6% |
| 1Y | -2.9% | +34.5% | -37.4% | -11.4% |
| 3Y | +3.6% | +66.5% | -62.9% | -12.8% |
| All | +16.8% | +78.6% | -61.8% | -6.9% |
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