+7.3%
AON vs EME
+575.5%
-568.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -1.9% |
| 7D | -6.3% | +3.5% | -9.8% | -6.5% |
| 30D | -14.1% | -6.3% | -7.8% | -13.8% |
| 3M | -9.5% | -3.8% | -5.7% | -9.4% |
| 6M | -4.0% | +8.5% | -12.5% | -5.7% |
| YTD | -13.8% | +27.8% | -41.6% | -17.6% |
| 1Y | -18.3% | +22.2% | -40.5% | -22.1% |
| 3Y | -7.2% | +253.5% | -260.7% | -33.8% |
| All | +7.3% | +575.5% | -568.3% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling