-6.6%
AON vs M
+106.8%
-113.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | -3.4% |
| 7D | -7.9% | -4.1% | -3.9% | -7.8% |
| 30D | -14.6% | -13.6% | -1.0% | -14.3% |
| 3M | -7.9% | -2.3% | -5.6% | -7.9% |
| 6M | -8.0% | +21.9% | -29.9% | -8.7% |
| YTD | -13.2% | -0.6% | -12.6% | -13.3% |
| 1Y | -16.4% | +29.7% | -46.2% | -17.2% |
| All | -6.6% | +106.8% | -113.3% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling