+7.3%
AON vs MCO
+28.6%
-21.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.3% |
| 7D | -6.3% | -3.8% | -2.5% | -4.8% |
| 30D | -14.1% | -0.4% | -13.7% | -13.9% |
| 3M | -9.5% | +7.7% | -17.2% | -12.4% |
| 6M | -4.0% | +7.0% | -11.0% | -7.0% |
| YTD | -13.8% | -6.4% | -7.4% | -12.1% |
| 1Y | -18.3% | -7.6% | -10.6% | -16.4% |
| 3Y | -7.2% | +43.2% | -50.4% | -24.4% |
| All | +7.3% | +28.6% | -21.4% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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