+3.6%
AON vs EMB
+29.8%
-26.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +1.0% | -0.9% | +1.9% | +1.4% |
| 30D | +23.2% | +0.4% | +22.8% | +23.1% |
| 3M | -5.0% | -3.1% | -1.9% | -3.9% |
| 6M | +9.3% | -2.1% | +11.4% | +10.1% |
| YTD | -3.4% | -1.1% | -2.3% | -3.2% |
| 1Y | -2.9% | -0.1% | -2.8% | -3.2% |
| 3Y | +3.6% | +29.6% | -25.9% | -1.2% |
| All | +3.6% | +29.8% | -26.1% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling