+4,895.0%
AON vs IFF
+830.6%
+4,064.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -5.9% | -2.8% | -3.1% | -5.1% |
| 30D | -13.7% | -1.1% | -12.5% | -13.3% |
| 3M | -8.3% | +13.8% | -22.1% | -12.0% |
| 6M | -3.6% | +16.7% | -20.3% | -9.4% |
| YTD | -12.4% | +26.1% | -38.5% | -19.8% |
| 1Y | -14.6% | +33.5% | -48.2% | -23.5% |
| 3Y | -5.7% | +31.6% | -37.3% | -17.4% |
| 5Y | +9.1% | -34.9% | +44.0% | +16.1% |
| 10Y | +208.7% | -20.3% | +229.0% | +190.9% |
| All | +4,895.0% | +830.6% | +4,064.4% | +1,884.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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