+1,236.2%
AON vs LII
+2,806.7%
-1,570.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -2.4% | -2.3% | -0.1% | -1.9% |
| 30D | +22.8% | -1.7% | +24.5% | +23.0% |
| 3M | -5.3% | -18.3% | +12.9% | -1.4% |
| 6M | +8.4% | -32.3% | +40.7% | +16.3% |
| YTD | -3.9% | -27.1% | +23.2% | +0.6% |
| 1Y | -3.1% | -27.2% | +24.1% | +1.4% |
| 3Y | +3.0% | -8.9% | +11.9% | +0.3% |
| 5Y | +16.7% | +19.7% | -3.0% | +5.1% |
| 10Y | +232.6% | +168.9% | +63.8% | +148.3% |
| All | +1,236.2% | +2,806.7% | -1,570.6% | +533.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling