-13.1%
AON vs EME
+19.7%
-32.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -0.9% |
| 7D | -9.1% | +1.9% | -11.0% | -8.8% |
| 30D | -10.2% | -8.3% | -2.0% | -11.5% |
| 3M | +0.5% | -10.7% | +11.2% | -0.7% |
| 6M | -4.8% | +1.9% | -6.7% | -4.7% |
| YTD | -8.0% | +23.5% | -31.5% | -7.4% |
| 1Y | -13.1% | +18.0% | -31.0% | -13.9% |
| All | -13.1% | +19.7% | -32.7% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling