+5,404.7%
AON vs EAT
+10,017.9%
-4,613.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +1.0% | -4.0% | +5.0% | +1.6% |
| 30D | +23.2% | -2.9% | +26.1% | +23.5% |
| 3M | -5.0% | -16.9% | +11.9% | -2.8% |
| 6M | +9.3% | +57.0% | -47.6% | +1.8% |
| YTD | -3.4% | +38.2% | -41.6% | -9.2% |
| 1Y | -2.9% | +69.3% | -72.2% | -11.5% |
| 3Y | +3.6% | +483.0% | -479.3% | -23.9% |
| 5Y | +16.9% | +364.1% | -347.3% | -14.2% |
| 10Y | +234.4% | +320.8% | -86.4% | +119.4% |
| All | +5,404.7% | +10,017.9% | -4,613.2% | +1,725.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling