+1,027.8%
AON vs ET
+1,438.5%
-410.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.5% |
| 7D | -6.3% | +0.2% | -6.5% | -6.3% |
| 30D | -14.1% | +2.9% | -17.0% | -14.4% |
| 3M | -9.5% | +16.8% | -26.3% | -11.3% |
| 6M | -4.0% | +18.9% | -22.9% | -6.2% |
| YTD | -13.8% | +37.7% | -51.5% | -17.4% |
| 1Y | -18.3% | +32.4% | -50.7% | -21.3% |
| 3Y | -7.2% | +99.5% | -106.7% | -15.6% |
| 5Y | +7.3% | +244.0% | -236.6% | -9.4% |
| 10Y | +203.6% | +172.1% | +31.5% | +153.4% |
| All | +1,027.8% | +1,438.5% | -410.8% | +603.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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