+1,244.7%
AON vs IWD
+726.5%
+518.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.7% |
| 7D | -9.1% | -0.3% | -8.8% | -8.9% |
| 30D | -10.2% | +0.6% | -10.8% | -10.6% |
| 3M | +0.5% | +7.2% | -6.7% | -4.7% |
| 6M | -4.8% | +16.2% | -21.0% | -15.3% |
| YTD | -8.0% | +23.3% | -31.3% | -21.7% |
| 1Y | -13.1% | +29.6% | -42.6% | -28.8% |
| 3Y | -1.3% | +70.5% | -71.7% | -34.7% |
| 5Y | +14.9% | +73.5% | -58.6% | -25.0% |
| 10Y | +214.9% | +198.3% | +16.6% | +35.6% |
| All | +1,244.7% | +726.5% | +518.2% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling