+2,954.8%
AON vs MDY
+2,615.3%
+339.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.5% | -2.9% |
| 7D | -7.9% | -0.8% | -7.1% | -7.5% |
| 30D | -14.6% | -3.9% | -10.8% | -12.6% |
| 3M | -7.9% | 0.0% | -7.9% | -8.1% |
| 6M | -8.0% | +8.5% | -16.6% | -13.1% |
| YTD | -13.2% | +13.2% | -26.4% | -20.3% |
| 1Y | -16.4% | +15.0% | -31.5% | -24.2% |
| 3Y | -6.7% | +49.6% | -56.2% | -29.4% |
| 5Y | +8.0% | +46.0% | -38.0% | -18.1% |
| 10Y | +205.6% | +176.4% | +29.3% | +50.4% |
| All | +2,954.8% | +2,615.3% | +339.5% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling