+1,229.3%
AON vs LII
+2,734.1%
-1,504.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.4% |
| 7D | +4.4% | -0.6% | +5.0% | +4.5% |
| 30D | +24.1% | -4.6% | +28.7% | +25.1% |
| 3M | -7.0% | -21.2% | +14.3% | -2.3% |
| 6M | +9.1% | -36.4% | +45.6% | +18.7% |
| YTD | -4.4% | -28.9% | +24.5% | +0.7% |
| 1Y | -0.8% | -29.5% | +28.7% | +4.6% |
| 3Y | +5.1% | -8.6% | +13.7% | +2.2% |
| 5Y | +20.4% | +20.2% | +0.2% | +8.3% |
| 10Y | +239.2% | +166.2% | +73.0% | +153.8% |
| All | +1,229.3% | +2,734.1% | -1,504.9% | +533.3% |
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