+5.1%
AON vs MOD
+129.2%
-124.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.7% | -8.5% | -2.6% |
| 7D | +4.4% | -25.5% | +29.9% | +3.5% |
| 30D | +24.1% | -49.0% | +73.1% | +22.1% |
| 3M | -7.0% | -49.8% | +42.9% | -8.4% |
| 6M | +9.1% | -64.8% | +73.9% | +6.9% |
| YTD | -4.4% | -27.6% | +23.2% | -7.1% |
| 1Y | -0.8% | -35.2% | +34.4% | -3.6% |
| 3Y | +5.1% | +137.1% | -132.0% | +1.9% |
| All | +5.1% | +129.2% | -124.1% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling