-13.1%
AON vs M
+46.1%
-59.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.2% |
| 7D | -9.1% | +4.7% | -13.8% | -9.2% |
| 30D | -10.2% | -9.6% | -0.6% | -10.1% |
| 3M | +0.5% | +0.9% | -0.4% | +0.4% |
| 6M | -4.8% | +22.3% | -27.1% | -5.3% |
| YTD | -8.0% | +6.5% | -14.5% | -7.5% |
| 1Y | -13.1% | +38.8% | -51.8% | -12.2% |
| All | -13.1% | +46.1% | -59.2% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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