+202.6%
AON vs ED
+109.0%
+93.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | -5.9% | -1.9% | -4.0% | -5.3% |
| 30D | -13.7% | +0.1% | -13.8% | -13.7% |
| 3M | -8.3% | 0.0% | -8.3% | -8.3% |
| 6M | -3.6% | -2.5% | -1.1% | -2.9% |
| YTD | -12.4% | +10.1% | -22.5% | -15.5% |
| 1Y | -14.6% | +13.6% | -28.2% | -18.6% |
| 3Y | -5.7% | +32.4% | -38.2% | -15.4% |
| 5Y | +9.1% | +69.9% | -60.7% | -10.0% |
| All | +202.6% | +109.0% | +93.6% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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