+3,183.8%
AON vs DRI
+7,577.6%
-4,393.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -9.1% | +0.6% | -9.7% | -9.2% |
| 30D | -10.2% | +3.8% | -14.1% | -11.1% |
| 3M | +0.5% | +13.0% | -12.5% | -2.5% |
| 6M | -4.8% | +8.3% | -13.1% | -6.9% |
| YTD | -8.0% | +20.6% | -28.6% | -12.5% |
| 1Y | -13.1% | +6.5% | -19.5% | -15.0% |
| 3Y | -1.3% | +53.7% | -55.0% | -12.4% |
| 5Y | +14.9% | +72.7% | -57.8% | -1.9% |
| 10Y | +214.9% | +363.2% | -148.2% | +98.0% |
| All | +3,183.8% | +7,577.6% | -4,393.9% | +915.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling