+7.3%
AON vs DTE
+30.3%
-23.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.1% |
| 7D | -6.3% | -2.6% | -3.7% | -5.4% |
| 30D | -14.1% | -4.4% | -9.7% | -12.6% |
| 3M | -9.5% | -8.3% | -1.1% | -6.5% |
| 6M | -4.0% | -8.1% | +4.1% | -1.3% |
| YTD | -13.8% | +4.4% | -18.2% | -16.2% |
| 1Y | -18.3% | +0.2% | -18.5% | -19.2% |
| 3Y | -7.2% | +42.6% | -49.8% | -21.8% |
| All | +7.3% | +30.3% | -23.0% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling