+1,224.3%
AON vs EFV
+253.2%
+971.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.1% |
| 7D | -7.9% | -0.5% | -7.4% | -7.7% |
| 30D | -14.6% | 0.0% | -14.7% | -14.6% |
| 3M | -7.9% | +8.4% | -16.3% | -11.8% |
| 6M | -8.0% | +12.3% | -20.3% | -13.9% |
| YTD | -13.2% | +17.4% | -30.6% | -20.8% |
| 1Y | -16.4% | +27.1% | -43.6% | -26.9% |
| 3Y | -6.7% | +90.7% | -97.4% | -34.6% |
| 5Y | +8.0% | +95.6% | -87.6% | -25.9% |
| 10Y | +205.6% | +165.3% | +40.3% | +77.6% |
| All | +1,224.3% | +253.2% | +971.1% | +589.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling