+13.6%
AON vs KEY
+39.4%
-25.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | -3.2% | +2.7% | -6.0% | -3.6% |
| 30D | -11.9% | -3.2% | -8.6% | -11.5% |
| 3M | -2.9% | +1.0% | -3.8% | -3.1% |
| 6M | -6.8% | +11.9% | -18.7% | -8.4% |
| YTD | -10.1% | +8.7% | -18.8% | -11.3% |
| 1Y | -14.2% | +18.5% | -32.7% | -16.6% |
| 3Y | -3.3% | +124.0% | -127.2% | -15.7% |
| 5Y | +13.6% | +40.8% | -27.2% | +7.1% |
| All | +13.6% | +39.4% | -25.8% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling