+2,495.0%
AON vs EL
+1,685.7%
+809.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.9% |
| 7D | -9.1% | +0.8% | -9.9% | -9.3% |
| 30D | -10.2% | +19.8% | -30.1% | -14.1% |
| 3M | +0.5% | +25.7% | -25.2% | -5.1% |
| 6M | -4.8% | +5.4% | -10.3% | -7.3% |
| YTD | -8.0% | +0.2% | -8.2% | -10.1% |
| 1Y | -13.1% | +20.4% | -33.5% | -19.3% |
| 3Y | -1.3% | -32.1% | +30.8% | -0.4% |
| 5Y | +14.9% | -67.2% | +82.1% | +37.2% |
| 10Y | +214.9% | +31.7% | +183.2% | +154.5% |
| All | +2,495.0% | +1,685.7% | +809.3% | +992.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling