-2.9%
AON vs IP
-5.8%
+3.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | 0.0% | +1.3% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +23.2% | +7.9% | +15.2% | +22.2% |
| 3M | -5.0% | -15.3% | +10.3% | -3.9% |
| 6M | +9.3% | +10.5% | -1.2% | +9.3% |
| YTD | -3.4% | -9.4% | +6.0% | -3.7% |
| 1Y | -2.9% | -4.6% | +1.8% | -3.4% |
| All | -2.9% | -5.8% | +3.0% | -3.4% |
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