-7.2%
AON vs MDY
+48.5%
-55.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -6.3% | -1.9% | -4.5% | -5.9% |
| 30D | -14.1% | -4.6% | -9.5% | -13.1% |
| 3M | -9.5% | -1.2% | -8.3% | -9.3% |
| 6M | -4.0% | +9.2% | -13.2% | -6.8% |
| YTD | -13.8% | +13.1% | -26.9% | -17.4% |
| 1Y | -18.3% | +13.0% | -31.3% | -21.7% |
| 3Y | -7.2% | +49.2% | -56.4% | -19.9% |
| All | -7.2% | +48.5% | -55.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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