+7.3%
AON vs IRM
+197.3%
-190.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.0% |
| 7D | -6.3% | -1.4% | -4.9% | -6.1% |
| 30D | -14.1% | -7.4% | -6.7% | -12.9% |
| 3M | -9.5% | -7.4% | -2.1% | -8.5% |
| 6M | -4.0% | +8.7% | -12.7% | -6.9% |
| YTD | -13.8% | +40.9% | -54.7% | -21.8% |
| 1Y | -18.3% | +20.5% | -38.8% | -23.2% |
| 3Y | -7.2% | +101.7% | -108.9% | -28.5% |
| All | +7.3% | +197.3% | -190.1% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 5y: compounded portfolio wealth divided by compounded IRM 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…
5y analysis · Full analysis span regression · 6 months rolling