+5,143.6%
AON vs LEN
+10,533.4%
-5,389.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -9.1% | -3.2% | -5.9% | -8.5% |
| 30D | -10.2% | -4.9% | -5.4% | -9.5% |
| 3M | +0.5% | -8.5% | +9.0% | +1.8% |
| 6M | -4.8% | -20.7% | +15.8% | -1.5% |
| YTD | -8.0% | -17.4% | +9.4% | -5.8% |
| 1Y | -13.1% | -38.2% | +25.2% | -6.6% |
| 3Y | -1.3% | -24.9% | +23.6% | +0.6% |
| 5Y | +14.9% | -11.4% | +26.4% | +12.1% |
| 10Y | +214.9% | +110.0% | +104.9% | +152.0% |
| All | +5,143.6% | +10,533.4% | -5,389.8% | +1,739.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling