+1,829.8%
AON vs MKTX
+1,443.5%
+386.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -13.7% | +0.8% | -14.5% | -13.8% |
| 3M | -8.3% | +41.1% | -49.4% | -14.1% |
| 6M | -3.6% | -9.5% | +5.9% | -2.9% |
| YTD | -12.4% | -8.7% | -3.7% | -11.9% |
| 1Y | -14.6% | -10.0% | -4.7% | -14.1% |
| 3Y | -5.7% | -24.6% | +18.9% | -4.3% |
| 5Y | +9.1% | -60.3% | +69.4% | +21.7% |
| 10Y | +208.7% | +5.0% | +203.7% | +184.0% |
| All | +1,829.8% | +1,443.5% | +386.3% | +932.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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