-16.4%
AON vs LII
-33.3%
+16.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -3.4% |
| 7D | -7.9% | +0.5% | -8.4% | -7.9% |
| 30D | -14.6% | -11.2% | -3.4% | -14.3% |
| 3M | -7.9% | -28.8% | +20.9% | -7.2% |
| 6M | -8.0% | -26.9% | +18.9% | -7.4% |
| YTD | -13.2% | -22.2% | +9.0% | -13.3% |
| 1Y | -16.4% | -32.0% | +15.5% | -15.6% |
| All | -16.4% | -33.3% | +16.9% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling