+7.3%
AON vs OMC
+30.5%
-23.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -6.3% | -4.4% | -1.9% | -5.2% |
| 30D | -14.1% | -7.6% | -6.5% | -12.4% |
| 3M | -9.5% | +4.5% | -14.0% | -10.6% |
| 6M | -4.0% | -0.3% | -3.8% | -4.2% |
| YTD | -13.8% | -0.1% | -13.7% | -14.3% |
| 1Y | -18.3% | +4.6% | -22.9% | -20.0% |
| 3Y | -7.2% | +10.5% | -17.7% | -12.4% |
| All | +7.3% | +30.5% | -23.2% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling