-14.6%
AON vs ED
+13.6%
-28.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | -5.9% | -1.9% | -4.0% | -5.2% |
| 30D | -13.7% | +0.1% | -13.8% | -13.7% |
| 3M | -8.3% | 0.0% | -8.3% | -8.0% |
| 6M | -3.6% | -2.5% | -1.1% | -2.9% |
| YTD | -12.4% | +10.1% | -22.5% | -16.1% |
| 1Y | -14.6% | +13.6% | -28.2% | -19.1% |
| All | -14.6% | +13.6% | -28.2% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling