+197.7%
AON vs HIG
+313.7%
-116.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.5% |
| 7D | -6.3% | -1.5% | -4.9% | -5.8% |
| 30D | -14.1% | -0.4% | -13.7% | -14.0% |
| 3M | -9.5% | +6.7% | -16.1% | -11.5% |
| 6M | -4.0% | +2.0% | -6.0% | -4.7% |
| YTD | -13.8% | +0.3% | -14.1% | -13.8% |
| 1Y | -18.3% | +4.2% | -22.5% | -19.4% |
| 3Y | -7.2% | +102.2% | -109.4% | -27.1% |
| 5Y | +7.3% | +118.5% | -111.2% | -18.2% |
| All | +197.7% | +313.7% | -116.0% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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