+7.3%
AON vs EFX
-36.2%
+43.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.8% |
| 7D | -6.3% | -4.5% | -1.8% | -5.1% |
| 30D | -14.1% | -6.1% | -8.0% | -12.7% |
| 3M | -9.5% | +6.2% | -15.7% | -11.0% |
| 6M | -4.0% | -11.2% | +7.2% | -1.7% |
| YTD | -13.8% | -21.4% | +7.6% | -9.4% |
| 1Y | -18.3% | -34.3% | +16.0% | -10.2% |
| 3Y | -7.2% | -12.5% | +5.3% | -9.7% |
| All | +7.3% | -36.2% | +43.4% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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