+197.7%
AON vs ETR
+296.9%
-99.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -6.3% | -1.8% | -4.5% | -5.7% |
| 30D | -14.1% | -1.8% | -12.3% | -13.6% |
| 3M | -9.5% | -3.6% | -5.9% | -8.6% |
| 6M | -4.0% | +2.6% | -6.6% | -5.7% |
| YTD | -13.8% | +16.0% | -29.8% | -19.2% |
| 1Y | -18.3% | +20.1% | -38.4% | -24.4% |
| 3Y | -7.2% | +143.6% | -150.8% | -35.7% |
| 5Y | +7.3% | +124.4% | -117.0% | -24.1% |
| All | +197.7% | +296.9% | -99.2% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling