+2,592.7%
AON vs DVA
+5,166.5%
-2,573.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.2% | -3.7% |
| 7D | -7.9% | +2.0% | -9.9% | -8.1% |
| 30D | -14.6% | -0.4% | -14.3% | -14.6% |
| 3M | -7.9% | -7.7% | -0.2% | -7.3% |
| 6M | -8.0% | +20.0% | -28.0% | -10.6% |
| YTD | -13.2% | +61.1% | -74.3% | -19.0% |
| 1Y | -16.4% | +33.9% | -50.3% | -20.3% |
| 3Y | -6.7% | +91.5% | -98.2% | -15.9% |
| 5Y | +8.0% | +41.8% | -33.7% | -0.7% |
| 10Y | +205.6% | +187.5% | +18.1% | +152.6% |
| All | +2,592.7% | +5,166.5% | -2,573.8% | +1,554.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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