+5,143.6%
AON vs IP
+364.8%
+4,778.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.7% |
| 7D | -9.1% | -5.3% | -3.8% | -7.9% |
| 30D | -10.2% | -10.9% | +0.6% | -7.9% |
| 3M | +0.5% | +11.2% | -10.7% | -2.6% |
| 6M | -4.8% | -10.2% | +5.4% | -3.6% |
| YTD | -8.0% | -2.0% | -6.0% | -9.2% |
| 1Y | -13.1% | -19.1% | +6.0% | -10.7% |
| 3Y | -1.3% | +20.9% | -22.1% | -10.7% |
| 5Y | +14.9% | -17.8% | +32.7% | +12.9% |
| 10Y | +214.9% | +23.5% | +191.4% | +168.8% |
| All | +5,143.6% | +364.8% | +4,778.8% | +2,523.9% |
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