+197.7%
AON vs IT
+103.1%
+94.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.3% | -6.9% | -3.0% |
| 7D | -6.3% | -3.7% | -2.7% | -5.5% |
| 30D | -14.1% | +0.1% | -14.2% | -14.4% |
| 3M | -9.5% | +20.7% | -30.2% | -15.3% |
| 6M | -4.0% | +12.0% | -16.0% | -8.9% |
| YTD | -13.8% | -28.8% | +15.0% | -8.3% |
| 1Y | -18.3% | -25.5% | +7.2% | -14.8% |
| 3Y | -7.2% | -48.8% | +41.6% | +4.6% |
| 5Y | +7.3% | -42.7% | +50.1% | +14.1% |
| All | +197.7% | +103.1% | +94.6% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling