+5,025.2%
AON vs EAT
+11,250.4%
-6,225.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.8% |
| 7D | -3.2% | -4.9% | +1.7% | -2.5% |
| 30D | -11.9% | -1.2% | -10.7% | -11.9% |
| 3M | -2.9% | +52.2% | -55.1% | -8.8% |
| 6M | -6.8% | +65.0% | -71.9% | -14.1% |
| YTD | -10.1% | +55.0% | -65.1% | -16.6% |
| 1Y | -14.2% | +42.1% | -56.3% | -19.8% |
| 3Y | -3.3% | +614.7% | -618.0% | -31.0% |
| 5Y | +13.6% | +322.7% | -309.1% | -15.4% |
| 10Y | +209.2% | +382.0% | -172.9% | +99.2% |
| All | +5,025.2% | +11,250.4% | -6,225.3% | +1,576.3% |
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