-7.2%
AON vs EFV
+90.2%
-97.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -1.9% |
| 7D | -6.3% | -0.8% | -5.5% | -6.1% |
| 30D | -14.1% | +0.6% | -14.7% | -14.2% |
| 3M | -9.5% | +7.5% | -17.0% | -10.9% |
| 6M | -4.0% | +13.0% | -17.0% | -7.0% |
| YTD | -13.8% | +18.3% | -32.1% | -18.2% |
| 1Y | -18.3% | +26.7% | -45.0% | -24.5% |
| 3Y | -7.2% | +89.6% | -96.8% | -27.7% |
| All | -7.2% | +90.2% | -97.4% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling