+16.8%
AON vs EL
-65.2%
+82.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.3% |
| 7D | +1.0% | +1.5% | -0.5% | +0.9% |
| 30D | +23.2% | +10.0% | +13.2% | +21.8% |
| 3M | -5.0% | +28.4% | -33.4% | -7.8% |
| 6M | +9.3% | +37.1% | -27.7% | +5.2% |
| YTD | -3.4% | +7.8% | -11.2% | -5.2% |
| 1Y | -2.9% | +26.0% | -28.9% | -6.6% |
| 3Y | +3.6% | +3.8% | -0.2% | -1.1% |
| All | +16.8% | -65.2% | +82.1% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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