+5,347.7%
AON vs MOD
+1,638.7%
+3,709.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.7% | -8.5% | -3.4% |
| 7D | +4.4% | -25.5% | +29.9% | +7.0% |
| 30D | +24.1% | -49.0% | +73.1% | +32.0% |
| 3M | -7.0% | -49.8% | +42.9% | -1.2% |
| 6M | +9.1% | -64.8% | +73.9% | +18.8% |
| YTD | -4.4% | -27.6% | +23.2% | -5.0% |
| 1Y | -0.8% | -35.2% | +34.4% | -0.7% |
| 3Y | +5.1% | +137.1% | -132.0% | -14.3% |
| 5Y | +20.4% | +760.3% | -739.9% | -19.1% |
| 10Y | +239.2% | +938.8% | -699.6% | +101.4% |
| All | +5,347.7% | +1,638.7% | +3,709.1% | +2,367.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling