+7.3%
AON vs EFV
+95.9%
-88.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -2.1% |
| 7D | -6.3% | -0.8% | -5.5% | -6.0% |
| 30D | -14.1% | +0.6% | -14.7% | -14.3% |
| 3M | -9.5% | +7.5% | -17.0% | -12.2% |
| 6M | -4.0% | +13.0% | -17.0% | -9.2% |
| YTD | -13.8% | +18.3% | -32.1% | -20.6% |
| 1Y | -18.3% | +26.7% | -45.0% | -27.3% |
| 3Y | -7.2% | +89.6% | -96.8% | -33.9% |
| All | +7.3% | +95.9% | -88.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling