+4,895.0%
AON vs DTE
+3,444.9%
+1,450.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.5% |
| 7D | -5.9% | -2.0% | -3.9% | -5.2% |
| 30D | -13.7% | -2.4% | -11.3% | -12.9% |
| 3M | -8.3% | -7.3% | -1.0% | -5.8% |
| 6M | -3.6% | -7.6% | +4.0% | -1.2% |
| YTD | -12.4% | +5.8% | -18.2% | -14.7% |
| 1Y | -14.6% | +2.3% | -17.0% | -15.9% |
| 3Y | -5.7% | +45.0% | -50.7% | -19.1% |
| 5Y | +9.1% | +33.2% | -24.1% | -3.8% |
| 10Y | +208.7% | +141.4% | +67.3% | +114.4% |
| All | +4,895.0% | +3,444.9% | +1,450.1% | +1,430.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling