+197.7%
AON vs GAP
+31.2%
+166.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.5% | -1.9% |
| 7D | -6.3% | -4.1% | -2.2% | -5.9% |
| 30D | -14.1% | +6.2% | -20.3% | -14.6% |
| 3M | -9.5% | -0.7% | -8.8% | -9.5% |
| 6M | -4.0% | -7.1% | +3.1% | -3.8% |
| YTD | -13.8% | -14.1% | +0.3% | -13.1% |
| 1Y | -18.3% | -8.5% | -9.8% | -18.4% |
| 3Y | -7.2% | +115.4% | -122.6% | -19.6% |
| 5Y | +7.3% | +9.8% | -2.5% | -2.5% |
| All | +197.7% | +31.2% | +166.4% | +125.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling