+4,845.0%
AON vs EFX
+6,078.9%
-1,233.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.5% | -3.0% |
| 7D | -7.9% | -9.4% | +1.5% | -5.5% |
| 30D | -14.6% | -6.9% | -7.8% | -13.1% |
| 3M | -7.9% | +0.1% | -8.0% | -8.2% |
| 6M | -8.0% | -17.3% | +9.3% | -3.8% |
| YTD | -13.2% | -21.8% | +8.6% | -8.5% |
| 1Y | -16.4% | -32.5% | +16.1% | -8.6% |
| 3Y | -6.7% | -12.3% | +5.7% | -7.4% |
| 5Y | +8.0% | -36.6% | +44.6% | +14.7% |
| 10Y | +205.6% | +41.0% | +164.6% | +153.7% |
| All | +4,845.0% | +6,078.9% | -1,233.9% | +1,864.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling