+3,311.1%
AON vs IT
+5,645.5%
-2,334.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.4% | +5.2% | -1.0% |
| 7D | -3.2% | -9.1% | +5.9% | -1.7% |
| 30D | -11.9% | -7.0% | -4.9% | -10.9% |
| 3M | -2.9% | +7.6% | -10.5% | -4.9% |
| 6M | -6.8% | +2.1% | -9.0% | -8.2% |
| YTD | -10.1% | -31.6% | +21.5% | -6.0% |
| 1Y | -14.2% | -29.9% | +15.7% | -11.1% |
| 3Y | -3.3% | -51.3% | +48.0% | +4.9% |
| 5Y | +13.6% | -44.8% | +58.4% | +19.9% |
| 10Y | +209.2% | +91.4% | +117.8% | +164.0% |
| All | +3,311.1% | +5,645.5% | -2,334.4% | +1,926.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling