-13.1%
AON vs GWRE
-25.4%
+12.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -19.9% | +18.7% | +1.1% |
| 7D | -9.1% | -21.1% | +12.0% | -6.8% |
| 30D | -10.2% | +1.3% | -11.5% | -11.0% |
| 3M | +0.5% | +7.4% | -6.9% | -2.3% |
| 6M | -4.8% | +5.6% | -10.4% | -8.3% |
| YTD | -8.0% | -19.2% | +11.2% | -12.8% |
| 1Y | -13.1% | -25.1% | +12.1% | -17.9% |
| All | -13.1% | -25.4% | +12.3% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling