+228.2%
AON vs GD
+190.6%
+37.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -2.5% |
| 7D | +4.4% | -5.0% | +9.3% | +6.7% |
| 30D | +24.1% | +8.9% | +15.2% | +19.3% |
| 3M | -7.0% | -8.0% | +1.1% | -3.5% |
| 6M | +9.1% | +2.9% | +6.2% | +7.5% |
| YTD | -4.4% | +7.1% | -11.5% | -8.1% |
| 1Y | -0.8% | +5.9% | -6.7% | -4.2% |
| 3Y | +5.1% | +53.9% | -48.7% | -16.0% |
| 5Y | +20.4% | +95.4% | -75.0% | -15.1% |
| All | +228.2% | +190.6% | +37.7% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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