+197.7%
AON vs M
-3.0%
+200.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.4% | -2.3% |
| 7D | -6.3% | -4.2% | -2.1% | -6.0% |
| 30D | -14.1% | -7.2% | -6.9% | -13.6% |
| 3M | -9.5% | -11.1% | +1.7% | -8.7% |
| 6M | -4.0% | +28.8% | -32.8% | -6.5% |
| YTD | -13.8% | +2.0% | -15.8% | -14.4% |
| 1Y | -18.3% | +31.3% | -49.5% | -20.8% |
| 3Y | -7.2% | +119.1% | -126.3% | -16.6% |
| 5Y | +7.3% | +29.7% | -22.3% | -1.4% |
| All | +197.7% | -3.0% | +200.7% | +135.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling