-1.5%
AON vs IRE
-97.3%
+95.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.2% |
| 7D | +0.7% | -15.5% | +16.2% | +0.9% |
| 30D | +23.1% | -70.4% | +93.5% | +19.6% |
| 3M | -6.0% | -81.6% | +75.6% | -9.5% |
| 6M | +7.9% | -94.7% | +102.6% | +2.9% |
| YTD | -4.1% | -91.8% | +87.6% | -6.9% |
| 1Y | -2.3% | -97.6% | +95.2% | -5.5% |
| All | -1.5% | -97.3% | +95.8% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling