-7.2%
AON vs DTE
+43.4%
-50.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.3% |
| 7D | -6.3% | -2.6% | -3.7% | -5.6% |
| 30D | -14.1% | -4.4% | -9.7% | -12.9% |
| 3M | -9.5% | -8.3% | -1.1% | -7.1% |
| 6M | -4.0% | -8.1% | +4.1% | -1.9% |
| YTD | -13.8% | +4.4% | -18.2% | -15.9% |
| 1Y | -18.3% | +0.2% | -18.5% | -19.1% |
| 3Y | -7.2% | +42.6% | -49.8% | -17.3% |
| All | -7.2% | +43.4% | -50.6% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling