+823.3%
AON vs GNRC
+2,020.8%
-1,197.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.4% |
| 7D | -5.9% | -0.7% | -5.1% | -5.8% |
| 30D | -13.7% | -15.8% | +2.2% | -11.7% |
| 3M | -8.3% | -24.0% | +15.7% | -5.6% |
| 6M | -3.6% | -13.8% | +10.1% | -3.5% |
| YTD | -12.4% | +33.2% | -45.6% | -18.8% |
| 1Y | -14.6% | -1.8% | -12.8% | -17.5% |
| 3Y | -5.7% | +57.7% | -63.4% | -18.2% |
| 5Y | +9.1% | -59.7% | +68.9% | +15.0% |
| 10Y | +208.7% | +430.7% | -222.0% | +85.4% |
| All | +823.3% | +2,020.8% | -1,197.5% | +271.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling