+197.7%
AON vs ECL
+160.1%
+37.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -2.4% |
| 7D | -6.3% | -1.1% | -5.2% | -5.8% |
| 30D | -14.1% | -0.8% | -13.3% | -13.8% |
| 3M | -9.5% | +5.0% | -14.5% | -11.6% |
| 6M | -4.0% | +0.2% | -4.3% | -4.7% |
| YTD | -13.8% | +5.8% | -19.6% | -16.8% |
| 1Y | -18.3% | +1.5% | -19.8% | -19.7% |
| 3Y | -7.2% | +55.0% | -62.2% | -26.8% |
| 5Y | +7.3% | +29.3% | -21.9% | -9.1% |
| All | +197.7% | +160.1% | +37.6% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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