+1,214.3%
AON vs IWF
+724.4%
+489.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.1% |
| 7D | -3.2% | +1.5% | -4.7% | -4.1% |
| 30D | -11.9% | -1.3% | -10.6% | -11.3% |
| 3M | -2.9% | +0.1% | -3.0% | -3.7% |
| 6M | -6.8% | +10.3% | -17.1% | -13.2% |
| YTD | -10.1% | +4.2% | -14.2% | -13.5% |
| 1Y | -14.2% | +9.3% | -23.5% | -20.3% |
| 3Y | -3.3% | +79.3% | -82.6% | -36.0% |
| 5Y | +13.6% | +73.8% | -60.2% | -24.6% |
| 10Y | +209.2% | +410.9% | -201.7% | +0.2% |
| All | +1,214.3% | +724.4% | +489.9% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling