+230.6%
AON vs IP
+31.6%
+198.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.4% |
| 7D | +0.7% | -3.0% | +3.7% | +1.4% |
| 30D | +23.1% | +10.6% | +12.5% | +20.3% |
| 3M | -6.0% | -13.6% | +7.5% | -3.1% |
| 6M | +7.9% | +10.4% | -2.6% | +4.7% |
| YTD | -4.1% | -6.5% | +2.4% | -4.4% |
| 1Y | -2.3% | -2.1% | -0.2% | -3.8% |
| 3Y | +3.4% | +22.0% | -18.6% | -8.5% |
| 5Y | +17.1% | -9.7% | +26.8% | +11.8% |
| 10Y | +230.6% | +26.8% | +203.7% | +167.3% |
| All | +230.6% | +31.6% | +198.9% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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