+8.0%
AON vs EL
-68.4%
+76.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -3.2% |
| 7D | -7.9% | -2.4% | -5.6% | -7.7% |
| 30D | -14.6% | +13.7% | -28.3% | -16.0% |
| 3M | -7.9% | +14.5% | -22.4% | -9.5% |
| 6M | -8.0% | +7.4% | -15.4% | -9.3% |
| YTD | -13.2% | -4.7% | -8.5% | -13.6% |
| 1Y | -16.4% | +12.9% | -29.4% | -18.8% |
| 3Y | -6.7% | -32.2% | +25.6% | -3.4% |
| 5Y | +8.0% | -68.4% | +76.4% | +38.4% |
| All | +8.0% | -68.4% | +76.4% | +38.4% |
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