+5,347.7%
AON vs IP
+331.0%
+5,016.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.0% |
| 7D | +4.4% | -5.1% | +9.4% | +5.6% |
| 30D | +24.1% | +8.5% | +15.6% | +21.7% |
| 3M | -7.0% | -13.8% | +6.9% | -3.8% |
| 6M | +9.1% | +5.7% | +3.4% | +6.8% |
| YTD | -4.4% | -9.1% | +4.7% | -4.1% |
| 1Y | -0.8% | -0.8% | 0.0% | -2.7% |
| 3Y | +5.1% | +14.8% | -9.7% | -3.9% |
| 5Y | +20.4% | -11.5% | +31.9% | +16.0% |
| 10Y | +239.2% | +27.9% | +211.3% | +186.9% |
| All | +5,347.7% | +331.0% | +5,016.7% | +2,671.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling