+682.6%
AON vs FIVE
+868.1%
-185.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -1.8% |
| 7D | -9.1% | +4.3% | -13.4% | -9.6% |
| 30D | -10.2% | +12.5% | -22.8% | -11.6% |
| 3M | +0.5% | +31.2% | -30.7% | -2.9% |
| 6M | -4.8% | +14.4% | -19.2% | -7.1% |
| YTD | -8.0% | +33.9% | -41.9% | -12.0% |
| 1Y | -13.1% | +65.1% | -78.1% | -19.3% |
| 3Y | -1.3% | +49.0% | -50.3% | -10.0% |
| 5Y | +14.9% | +30.3% | -15.4% | +4.2% |
| 10Y | +214.9% | +481.1% | -266.2% | +128.4% |
| All | +682.6% | +868.1% | -185.5% | +406.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling