+2,115.0%
AON vs HIG
+989.6%
+1,125.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -5.9% | -2.3% | -3.6% | -5.4% |
| 30D | -13.7% | -1.2% | -12.5% | -13.4% |
| 3M | -8.3% | +6.3% | -14.6% | -9.4% |
| 6M | -3.6% | +0.6% | -4.2% | -3.7% |
| YTD | -12.4% | +0.6% | -13.0% | -12.4% |
| 1Y | -14.6% | +6.1% | -20.8% | -15.6% |
| 3Y | -5.7% | +102.0% | -107.7% | -17.9% |
| 5Y | +9.1% | +119.2% | -110.1% | -6.7% |
| 10Y | +208.7% | +312.5% | -103.8% | +127.2% |
| All | +2,115.0% | +989.6% | +1,125.4% | +705.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling