+15.2%
AON vs ED
+82.8%
-67.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | -3.2% | -1.7% | -1.5% | -2.5% |
| 30D | +21.7% | +10.7% | +11.0% | +16.7% |
| 3M | -5.1% | +11.6% | -16.8% | -9.3% |
| 6M | +5.9% | +13.5% | -7.6% | +0.6% |
| YTD | -4.8% | +23.1% | -27.9% | -12.9% |
| 1Y | -4.1% | +23.1% | -27.1% | -12.2% |
| 3Y | +2.0% | +47.9% | -45.9% | -14.7% |
| 5Y | +15.2% | +83.9% | -68.7% | -7.0% |
| All | +15.2% | +82.8% | -67.6% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling