-2.3%
AON vs GFS
0.0%
-2.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.8% | -1.7% |
| 7D | -6.3% | +3.8% | -10.2% | -6.4% |
| 30D | -14.1% | -11.7% | -2.4% | -13.7% |
| 3M | -9.5% | -41.8% | +32.3% | -7.7% |
| 6M | -4.0% | +6.6% | -10.7% | -6.7% |
| YTD | -13.8% | +34.6% | -48.4% | -18.3% |
| 1Y | -18.3% | +46.2% | -64.4% | -23.4% |
| 3Y | -7.2% | -20.3% | +13.1% | -9.0% |
| All | -2.3% | 0.0% | -2.3% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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