+197.7%
AON vs JBL
+1,558.3%
-1,360.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.0% | -6.7% | -2.4% |
| 7D | -6.3% | +2.4% | -8.7% | -6.7% |
| 30D | -14.1% | -13.1% | -1.0% | -12.5% |
| 3M | -9.5% | -15.6% | +6.1% | -7.8% |
| 6M | -4.0% | +24.6% | -28.6% | -9.4% |
| YTD | -13.8% | +39.6% | -53.4% | -20.8% |
| 1Y | -18.3% | +48.6% | -66.9% | -26.4% |
| 3Y | -7.2% | +197.3% | -204.4% | -31.6% |
| 5Y | +7.3% | +413.0% | -405.6% | -33.5% |
| All | +197.7% | +1,558.3% | -1,360.7% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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