+3,445.5%
AON vs EME
+61,154.1%
-57,708.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -3.1% |
| 7D | -7.9% | +2.7% | -10.6% | -8.4% |
| 30D | -14.6% | -6.8% | -7.8% | -13.6% |
| 3M | -7.9% | -8.8% | +0.9% | -7.4% |
| 6M | -8.0% | +5.0% | -13.0% | -10.5% |
| YTD | -13.2% | +23.5% | -36.7% | -18.7% |
| 1Y | -16.4% | +21.3% | -37.7% | -22.1% |
| 3Y | -6.7% | +241.1% | -247.7% | -32.0% |
| 5Y | +8.0% | +549.2% | -541.1% | -32.1% |
| 10Y | +205.6% | +1,306.4% | -1,100.8% | +58.2% |
| All | +3,445.5% | +61,154.1% | -57,708.6% | +1,107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling