+235.3%
AON vs P
+652.0%
-416.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.6% |
| 7D | +1.0% | +11.6% | -10.6% | +0.2% |
| 30D | +23.2% | -23.7% | +46.9% | +25.2% |
| 3M | -5.0% | -8.0% | +3.0% | -5.3% |
| 6M | +9.3% | +27.9% | -18.6% | +5.0% |
| YTD | -3.4% | +61.2% | -64.6% | -10.2% |
| 1Y | -2.9% | +28.6% | -31.5% | -8.2% |
| 3Y | +3.6% | +200.5% | -196.8% | -17.0% |
| 5Y | +16.9% | +282.9% | -266.1% | -12.1% |
| All | +235.3% | +652.0% | -416.7% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling