+202.6%
AON vs EAT
+379.9%
-177.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -5.9% | -6.2% | +0.3% | -5.2% |
| 30D | -13.7% | -3.0% | -10.6% | -13.5% |
| 3M | -8.3% | +45.6% | -53.9% | -12.1% |
| 6M | -3.6% | +53.5% | -57.2% | -8.7% |
| YTD | -12.4% | +49.6% | -61.9% | -16.9% |
| 1Y | -14.6% | +38.9% | -53.6% | -18.7% |
| 3Y | -5.7% | +589.7% | -595.4% | -27.3% |
| 5Y | +9.1% | +318.7% | -309.5% | -13.4% |
| All | +202.6% | +379.9% | -177.2% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling