+205.6%
AON vs KEY
+167.1%
+38.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.5% |
| 7D | -7.9% | -0.3% | -7.6% | -7.9% |
| 30D | -14.6% | -3.3% | -11.4% | -14.1% |
| 3M | -7.9% | -0.7% | -7.2% | -7.8% |
| 6M | -8.0% | +12.5% | -20.5% | -10.4% |
| YTD | -13.2% | +8.4% | -21.6% | -15.0% |
| 1Y | -16.4% | +18.4% | -34.9% | -19.7% |
| 3Y | -6.7% | +123.3% | -130.0% | -23.8% |
| 5Y | +8.0% | +38.8% | -30.8% | -4.9% |
| 10Y | +205.6% | +169.3% | +36.3% | +123.9% |
| All | +205.6% | +167.1% | +38.5% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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