+3.1%
AON vs FIVE
+34.5%
-31.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | +4.4% | -0.3% | +4.6% | +4.3% |
| 30D | +24.1% | +17.7% | +6.4% | +23.9% |
| 3M | -7.0% | +4.0% | -10.9% | -7.0% |
| 6M | +9.1% | +2.6% | +6.5% | +9.1% |
| YTD | -4.4% | +27.6% | -32.0% | -4.8% |
| 1Y | -0.8% | +59.9% | -60.7% | -1.6% |
| All | +3.1% | +34.5% | -31.4% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling