+8.0%
AON vs ECL
+25.4%
-17.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.7% |
| 7D | -7.9% | -2.7% | -5.2% | -6.9% |
| 30D | -14.6% | -4.3% | -10.4% | -13.1% |
| 3M | -7.9% | +3.2% | -11.1% | -9.1% |
| 6M | -8.0% | -2.9% | -5.1% | -7.2% |
| YTD | -13.2% | +4.3% | -17.5% | -15.2% |
| 1Y | -16.4% | +1.6% | -18.1% | -17.6% |
| 3Y | -6.7% | +54.3% | -60.9% | -23.8% |
| 5Y | +8.0% | +26.5% | -18.5% | -5.1% |
| All | +8.0% | +25.4% | -17.4% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling