+16.3%
AON vs GD
+97.9%
-81.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | -9.1% | -5.3% | -3.8% | -7.1% |
| 30D | -10.2% | -6.4% | -3.8% | -7.9% |
| 3M | +0.5% | +5.7% | -5.2% | -1.6% |
| 6M | -4.8% | -0.9% | -3.9% | -4.6% |
| YTD | -8.0% | +8.2% | -16.2% | -11.3% |
| 1Y | -13.1% | +13.4% | -26.5% | -18.0% |
| 3Y | -1.3% | +68.5% | -69.8% | -23.7% |
| All | +16.3% | +97.9% | -81.6% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling