-7.2%
AON vs GME
+18.5%
-25.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -1.6% |
| 7D | -6.3% | +10.4% | -16.7% | -6.2% |
| 30D | -14.1% | +14.1% | -28.2% | -14.0% |
| 3M | -9.5% | -4.6% | -4.8% | -9.5% |
| 6M | -4.0% | -13.5% | +9.5% | -4.1% |
| YTD | -13.8% | +5.3% | -19.1% | -13.7% |
| 1Y | -18.3% | -14.9% | -3.4% | -18.3% |
| 3Y | -7.2% | +24.3% | -31.5% | -1.6% |
| All | -7.2% | +18.5% | -25.7% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling