+197.7%
AON vs EFV
+169.9%
+27.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -2.3% |
| 7D | -6.3% | -0.8% | -5.5% | -5.9% |
| 30D | -14.1% | +0.6% | -14.7% | -14.4% |
| 3M | -9.5% | +7.5% | -17.0% | -13.3% |
| 6M | -4.0% | +13.0% | -17.0% | -11.3% |
| YTD | -13.8% | +18.3% | -32.1% | -22.8% |
| 1Y | -18.3% | +26.7% | -45.0% | -30.0% |
| 3Y | -7.2% | +89.6% | -96.8% | -39.3% |
| 5Y | +7.3% | +98.2% | -90.9% | -32.7% |
| All | +197.7% | +169.9% | +27.8% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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