+205.6%
AON vs FIVE
+486.0%
-280.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -3.2% |
| 7D | -7.9% | +1.7% | -9.6% | -8.1% |
| 30D | -14.6% | +5.0% | -19.6% | -15.3% |
| 3M | -7.9% | +29.5% | -37.4% | -11.1% |
| 6M | -8.0% | +12.4% | -20.4% | -10.1% |
| YTD | -13.2% | +31.2% | -44.4% | -17.1% |
| 1Y | -16.4% | +72.9% | -89.3% | -23.5% |
| 3Y | -6.7% | +53.0% | -59.7% | -15.8% |
| 5Y | +8.0% | +34.2% | -26.1% | -3.3% |
| 10Y | +205.6% | +497.6% | -292.0% | +117.4% |
| All | +205.6% | +486.0% | -280.4% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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