+146.7%
AON vs MGY
+210.4%
-63.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | -6.3% | +3.5% | -9.9% | -6.7% |
| 30D | -14.1% | +5.3% | -19.4% | -14.6% |
| 3M | -9.5% | +2.6% | -12.1% | -9.9% |
| 6M | -4.0% | -3.3% | -0.7% | -4.1% |
| YTD | -13.8% | +29.2% | -43.0% | -16.6% |
| 1Y | -18.3% | +18.0% | -36.3% | -20.3% |
| 3Y | -7.2% | +30.0% | -37.2% | -11.5% |
| 5Y | +7.3% | +92.7% | -85.3% | -4.6% |
| All | +146.7% | +210.4% | -63.7% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 10y: compounded portfolio wealth divided by compounded MGY 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…
10y analysis · Full analysis span regression · 6 months rolling