-5.6%
AON vs OMC
+11.1%
-16.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | -5.9% | -6.2% | +0.4% | -4.6% |
| 30D | -13.7% | -7.6% | -6.1% | -12.2% |
| 3M | -8.3% | +7.4% | -15.7% | -9.6% |
| 6M | -3.6% | +0.1% | -3.8% | -4.0% |
| YTD | -12.4% | +0.4% | -12.8% | -12.7% |
| 1Y | -14.6% | +7.8% | -22.4% | -16.3% |
| All | -5.6% | +11.1% | -16.7% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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