+197.7%
AON vs LEN
+108.0%
+89.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.8% | -2.1% |
| 7D | -6.3% | -4.8% | -1.6% | -5.3% |
| 30D | -14.1% | -6.6% | -7.5% | -12.8% |
| 3M | -9.5% | -15.7% | +6.2% | -6.3% |
| 6M | -4.0% | -16.6% | +12.6% | -0.9% |
| YTD | -13.8% | -21.3% | +7.5% | -10.3% |
| 1Y | -18.3% | -42.0% | +23.7% | -9.1% |
| 3Y | -7.2% | -27.9% | +20.7% | -5.1% |
| 5Y | +7.3% | -10.7% | +18.0% | +1.1% |
| All | +197.7% | +108.0% | +89.6% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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