+5,404.7%
AON vs LEN
+10,606.4%
-5,201.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +1.0% | -5.8% | +6.8% | +2.1% |
| 30D | +23.2% | +13.7% | +9.5% | +20.4% |
| 3M | -5.0% | -3.9% | -1.1% | -4.6% |
| 6M | +9.3% | -0.4% | +9.7% | +8.8% |
| YTD | -3.4% | -16.8% | +13.4% | -1.4% |
| 1Y | -2.9% | -29.5% | +26.6% | +1.8% |
| 3Y | +3.6% | -25.6% | +29.2% | +5.6% |
| 5Y | +16.9% | -13.2% | +30.1% | +14.2% |
| 10Y | +234.4% | +138.5% | +95.9% | +161.4% |
| All | +5,404.7% | +10,606.4% | -5,201.7% | +1,823.4% |
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