+5,143.6%
AON vs ECL
+13,009.7%
-7,866.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -9.1% | -2.6% | -6.5% | -8.1% |
| 30D | -10.2% | -2.2% | -8.1% | -9.5% |
| 3M | +0.5% | +10.1% | -9.6% | -3.2% |
| 6M | -4.8% | -5.7% | +0.9% | -3.1% |
| YTD | -8.0% | +7.0% | -15.0% | -10.9% |
| 1Y | -13.1% | +2.7% | -15.7% | -14.6% |
| 3Y | -1.3% | +57.7% | -59.0% | -18.6% |
| 5Y | +14.9% | +31.1% | -16.2% | +0.1% |
| 10Y | +214.9% | +150.9% | +64.0% | +111.9% |
| All | +5,143.6% | +13,009.7% | -7,866.0% | +1,280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling