+9.1%
AON vs M
+13.6%
-4.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.7% | +5.7% | +1.3% |
| 7D | -5.9% | -8.8% | +2.9% | -5.3% |
| 30D | -13.7% | -16.4% | +2.7% | -12.6% |
| 3M | -8.3% | -10.8% | +2.5% | -7.7% |
| 6M | -3.6% | +16.1% | -19.8% | -5.0% |
| YTD | -12.4% | -5.3% | -7.1% | -12.3% |
| 1Y | -14.6% | +24.9% | -39.5% | -16.5% |
| 3Y | -5.7% | +97.5% | -103.3% | -14.0% |
| 5Y | +9.1% | +20.4% | -11.2% | +3.3% |
| All | +9.1% | +13.6% | -4.5% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling