+5,025.2%
AON vs OMC
+5,896.1%
-871.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.7% |
| 7D | -3.2% | -5.8% | +2.5% | -1.6% |
| 30D | -11.9% | -4.8% | -7.0% | -10.6% |
| 3M | -2.9% | +9.2% | -12.1% | -5.6% |
| 6M | -6.8% | -2.5% | -4.3% | -6.5% |
| YTD | -10.1% | +2.6% | -12.6% | -11.8% |
| 1Y | -14.2% | +5.9% | -20.2% | -17.0% |
| 3Y | -3.3% | +14.2% | -17.5% | -10.2% |
| 5Y | +13.6% | +33.2% | -19.6% | -1.3% |
| 10Y | +209.2% | +33.4% | +175.8% | +157.4% |
| All | +5,025.2% | +5,896.1% | -871.0% | +1,694.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling