+197.7%
AON vs IBN
+324.2%
-126.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.5% | -2.0% |
| 7D | -6.3% | -3.0% | -3.3% | -5.7% |
| 30D | -14.1% | -1.5% | -12.6% | -13.9% |
| 3M | -9.5% | +7.9% | -17.4% | -11.0% |
| 6M | -4.0% | +8.6% | -12.7% | -5.9% |
| YTD | -13.8% | -0.6% | -13.3% | -14.0% |
| 1Y | -18.3% | -7.3% | -11.0% | -17.3% |
| 3Y | -7.2% | +26.2% | -33.4% | -12.9% |
| 5Y | +7.3% | +57.8% | -50.5% | -4.5% |
| All | +197.7% | +324.2% | -126.6% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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