+5,025.2%
AON vs GAP
+2,253.0%
+2,772.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | -3.2% | +1.7% | -4.9% | -3.4% |
| 30D | -11.9% | +9.3% | -21.2% | -13.0% |
| 3M | -2.9% | +6.1% | -9.0% | -3.8% |
| 6M | -6.8% | -2.3% | -4.5% | -7.2% |
| YTD | -10.1% | -10.6% | +0.5% | -9.6% |
| 1Y | -14.2% | -4.4% | -9.8% | -14.9% |
| 3Y | -3.3% | +118.3% | -121.6% | -18.9% |
| 5Y | +13.6% | +12.2% | +1.4% | +0.5% |
| 10Y | +209.2% | +33.7% | +175.4% | +138.1% |
| All | +5,025.2% | +2,253.0% | +2,772.2% | +2,134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling