-1.3%
AON vs LII
+6.0%
-7.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.3% |
| 7D | -9.1% | -0.7% | -8.4% | -9.0% |
| 30D | -10.2% | -12.6% | +2.4% | -9.1% |
| 3M | +0.5% | -24.4% | +24.9% | +2.7% |
| 6M | -4.8% | -28.7% | +23.9% | -2.2% |
| YTD | -8.0% | -19.1% | +11.2% | -7.3% |
| 1Y | -13.1% | -29.7% | +16.6% | -10.8% |
| All | -1.3% | +6.0% | -7.3% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling