-3.1%
AON vs IP
-4.7%
+1.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -2.4% | -2.8% | +0.4% | -2.0% |
| 30D | +22.8% | +9.2% | +13.6% | +21.7% |
| 3M | -5.3% | -16.1% | +10.8% | -4.2% |
| 6M | +8.4% | +9.6% | -1.2% | +8.4% |
| YTD | -3.9% | -8.8% | +4.9% | -4.3% |
| 1Y | -3.1% | -5.5% | +2.4% | -3.7% |
| All | -3.1% | -4.7% | +1.6% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling