+1,519.1%
AON vs ITOT
+885.8%
+633.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.1% |
| 7D | -7.9% | -0.4% | -7.6% | -7.7% |
| 30D | -14.6% | -1.6% | -13.1% | -13.7% |
| 3M | -7.9% | +3.5% | -11.4% | -10.5% |
| 6M | -8.0% | +13.1% | -21.1% | -16.4% |
| YTD | -13.2% | +12.7% | -26.0% | -21.1% |
| 1Y | -16.4% | +18.3% | -34.7% | -26.8% |
| 3Y | -6.7% | +76.4% | -83.0% | -40.2% |
| 5Y | +8.0% | +73.8% | -65.7% | -30.5% |
| 10Y | +205.6% | +301.2% | -95.6% | +4.6% |
| All | +1,519.1% | +885.8% | +633.2% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling