+5,404.7%
AON vs ED
+2,513.4%
+2,891.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.9% |
| 7D | +1.0% | +2.1% | -1.0% | +0.3% |
| 30D | +23.2% | +10.4% | +12.8% | +18.7% |
| 3M | -5.0% | +12.5% | -17.6% | -9.1% |
| 6M | +9.3% | +14.9% | -5.6% | +3.8% |
| YTD | -3.4% | +24.8% | -28.2% | -11.4% |
| 1Y | -2.9% | +23.8% | -26.7% | -10.7% |
| 3Y | +3.6% | +51.6% | -48.0% | -12.4% |
| 5Y | +16.9% | +86.4% | -69.6% | -9.1% |
| 10Y | +234.4% | +145.4% | +88.9% | +125.5% |
| All | +5,404.7% | +2,513.4% | +2,891.3% | +1,526.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling