-1.9%
AON vs MOD
-33.9%
+32.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.9% | -9.6% | +1.3% |
| 7D | +0.7% | -13.9% | +14.7% | -0.4% |
| 30D | +23.1% | -41.5% | +64.6% | +17.9% |
| 3M | -6.0% | -45.7% | +39.7% | -10.4% |
| 6M | +7.9% | -61.1% | +69.0% | +0.6% |
| YTD | -4.1% | -20.5% | +16.4% | -9.0% |
| All | -1.9% | -33.9% | +32.0% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling