+8.0%
AON vs ED
+66.4%
-58.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.2% |
| 7D | -7.9% | -0.2% | -7.7% | -7.9% |
| 30D | -14.6% | +1.9% | -16.6% | -15.3% |
| 3M | -7.9% | +1.9% | -9.8% | -8.5% |
| 6M | -8.0% | -2.3% | -5.8% | -7.3% |
| YTD | -13.2% | +10.9% | -24.1% | -16.9% |
| 1Y | -16.4% | +14.5% | -30.9% | -21.0% |
| 3Y | -6.7% | +33.4% | -40.0% | -17.9% |
| 5Y | +8.0% | +67.3% | -59.3% | -6.6% |
| All | +8.0% | +66.4% | -58.3% | -6.6% |
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