-7.2%
AON vs GNRC
+61.6%
-68.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -1.6% |
| 7D | -6.3% | -0.2% | -6.1% | -6.3% |
| 30D | -14.1% | -15.7% | +1.6% | -14.1% |
| 3M | -9.5% | -27.3% | +17.8% | -9.7% |
| 6M | -4.0% | -12.1% | +8.0% | -5.3% |
| YTD | -13.8% | +37.1% | -50.9% | -17.6% |
| 1Y | -18.3% | -0.5% | -17.8% | -20.0% |
| 3Y | -7.2% | +61.5% | -68.7% | -14.7% |
| All | -7.2% | +61.6% | -68.8% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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