+197.7%
AON vs ITOT
+303.4%
-105.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.2% |
| 7D | -6.3% | -0.9% | -5.4% | -5.7% |
| 30D | -14.1% | -1.5% | -12.6% | -13.3% |
| 3M | -9.5% | +3.6% | -13.0% | -11.9% |
| 6M | -4.0% | +13.7% | -17.7% | -12.7% |
| YTD | -13.8% | +12.9% | -26.7% | -21.4% |
| 1Y | -18.3% | +17.2% | -35.5% | -27.6% |
| 3Y | -7.2% | +75.6% | -82.8% | -40.3% |
| 5Y | +7.3% | +75.5% | -68.1% | -31.6% |
| All | +197.7% | +303.4% | -105.8% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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