+8.0%
AON vs EMB
+7.1%
+0.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -7.9% | 0.0% | -7.9% | -7.9% |
| 30D | -14.6% | -0.3% | -14.4% | -14.5% |
| 3M | -7.9% | -0.3% | -7.6% | -7.8% |
| 6M | -8.0% | +0.7% | -8.8% | -8.5% |
| YTD | -13.2% | +1.3% | -14.5% | -14.0% |
| 1Y | -16.4% | +4.7% | -21.1% | -18.9% |
| 3Y | -6.7% | +30.1% | -36.7% | -20.8% |
| 5Y | +8.0% | +6.9% | +1.2% | +8.7% |
| All | +8.0% | +7.1% | +0.9% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling