+5,025.2%
AON vs ETR
+4,465.2%
+559.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.4% | -2.6% |
| 7D | -3.2% | +1.4% | -4.6% | -3.6% |
| 30D | -11.9% | +1.9% | -13.7% | -12.4% |
| 3M | -2.9% | +1.0% | -3.9% | -3.3% |
| 6M | -6.8% | +4.8% | -11.7% | -8.6% |
| YTD | -10.1% | +19.5% | -29.6% | -15.2% |
| 1Y | -14.2% | +28.1% | -42.3% | -20.8% |
| 3Y | -3.3% | +151.1% | -154.4% | -27.3% |
| 5Y | +13.6% | +125.2% | -111.5% | -12.6% |
| 10Y | +209.2% | +291.1% | -82.0% | +101.7% |
| All | +5,025.2% | +4,465.2% | +559.9% | +1,803.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling