+209.2%
AON vs MOD
+1,504.3%
-1,295.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | -3.2% | +6.3% | -9.5% | -3.6% |
| 30D | -11.9% | -1.7% | -10.2% | -11.8% |
| 3M | -2.9% | -30.1% | +27.2% | -1.2% |
| 6M | -6.8% | +2.7% | -9.5% | -8.5% |
| YTD | -10.1% | +44.1% | -54.1% | -14.3% |
| 1Y | -14.2% | +38.7% | -53.0% | -18.6% |
| 3Y | -3.3% | +309.8% | -313.0% | -20.6% |
| 5Y | +13.6% | +1,569.7% | -1,556.1% | -22.6% |
| 10Y | +209.2% | +1,520.5% | -1,311.3% | +97.4% |
| All | +209.2% | +1,504.3% | -1,295.1% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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