-5.6%
AON vs IWF
+75.5%
-81.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | -5.9% | -1.7% | -4.2% | -5.7% |
| 30D | -13.7% | -1.8% | -11.8% | -13.5% |
| 3M | -8.3% | +1.5% | -9.7% | -8.5% |
| 6M | -3.6% | +7.7% | -11.3% | -4.9% |
| YTD | -12.4% | +2.7% | -15.1% | -12.9% |
| 1Y | -14.6% | +6.8% | -21.4% | -15.9% |
| All | -5.6% | +75.5% | -81.1% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 3y: compounded portfolio wealth divided by compounded IWF 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…
3y analysis · Full analysis span regression · 6 months rolling