-13.1%
AON vs GAP
+1.5%
-14.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -9.1% | -4.5% | -4.6% | -8.7% |
| 30D | -10.2% | +9.0% | -19.3% | -10.8% |
| 3M | +0.5% | +5.0% | -4.5% | -0.1% |
| 6M | -4.8% | -17.8% | +13.0% | -3.9% |
| YTD | -8.0% | -10.4% | +2.4% | -6.9% |
| 1Y | -13.1% | -3.4% | -9.7% | -11.5% |
| All | -13.1% | +1.5% | -14.6% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling