+197.7%
AON vs GME
+285.6%
-88.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -1.7% |
| 7D | -6.3% | +10.4% | -16.7% | -6.4% |
| 30D | -14.1% | +14.1% | -28.2% | -14.2% |
| 3M | -9.5% | -4.6% | -4.8% | -9.4% |
| 6M | -4.0% | -13.5% | +9.5% | -3.9% |
| YTD | -13.8% | +5.3% | -19.1% | -13.9% |
| 1Y | -18.3% | -14.9% | -3.4% | -18.2% |
| 3Y | -7.2% | +24.3% | -31.5% | -9.3% |
| 5Y | +7.3% | -55.6% | +62.9% | +5.5% |
| All | +197.7% | +285.6% | -88.0% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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