+0.9%
AON vs MAGS
+186.6%
-185.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.2% |
| 7D | -3.2% | +1.2% | -4.5% | -3.3% |
| 30D | -11.9% | -0.1% | -11.8% | -11.9% |
| 3M | -2.9% | +3.8% | -6.7% | -3.0% |
| 6M | -6.8% | +13.2% | -20.1% | -7.5% |
| YTD | -10.1% | +4.7% | -14.8% | -10.3% |
| 1Y | -14.2% | +14.4% | -28.6% | -15.0% |
| 3Y | -3.3% | +128.6% | -131.8% | -9.4% |
| All | +0.9% | +186.6% | -185.7% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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