+1,291.2%
AON vs IWD
+745.9%
+545.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -3.2% | +1.7% | -4.9% | -4.4% |
| 30D | +21.7% | +3.2% | +18.5% | +18.9% |
| 3M | -5.1% | +2.3% | -7.4% | -6.7% |
| 6M | +5.9% | +12.9% | -7.0% | -3.4% |
| YTD | -4.8% | +26.2% | -31.0% | -20.4% |
| 1Y | -4.1% | +28.3% | -32.3% | -20.8% |
| 3Y | +2.0% | +84.4% | -82.4% | -36.4% |
| 5Y | +15.2% | +73.0% | -57.8% | -24.6% |
| 10Y | +229.5% | +203.3% | +26.2% | +40.1% |
| All | +1,291.2% | +745.9% | +545.3% | +144.6% |
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