+205.6%
AON vs IWD
+195.0%
+10.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.1% |
| 7D | -7.9% | -1.2% | -6.7% | -7.1% |
| 30D | -14.6% | -1.6% | -13.0% | -13.5% |
| 3M | -7.9% | +7.0% | -14.9% | -12.5% |
| 6M | -8.0% | +17.0% | -25.0% | -18.7% |
| YTD | -13.2% | +21.6% | -34.9% | -25.7% |
| 1Y | -16.4% | +28.0% | -44.4% | -31.3% |
| 3Y | -6.7% | +70.6% | -77.2% | -39.3% |
| 5Y | +8.0% | +73.3% | -65.3% | -30.8% |
| 10Y | +205.6% | +200.5% | +5.1% | +23.7% |
| All | +205.6% | +195.0% | +10.6% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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