+3,410.2%
AON vs JBL
+42,747.1%
-39,336.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.5% |
| 7D | -7.9% | +4.0% | -11.9% | -8.3% |
| 30D | -14.6% | -7.5% | -7.2% | -14.1% |
| 3M | -7.9% | -14.1% | +6.2% | -7.1% |
| 6M | -8.0% | +25.9% | -33.9% | -10.8% |
| YTD | -13.2% | +36.7% | -49.9% | -16.8% |
| 1Y | -16.4% | +49.0% | -65.4% | -20.8% |
| 3Y | -6.7% | +191.8% | -198.4% | -18.5% |
| 5Y | +8.0% | +409.8% | -401.8% | -11.3% |
| 10Y | +205.6% | +1,509.2% | -1,303.6% | +122.3% |
| All | +3,410.2% | +42,747.1% | -39,336.9% | +2,216.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling