+13.6%
AON vs P
+283.1%
-269.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.3% |
| 7D | -3.2% | +7.8% | -11.1% | -3.5% |
| 30D | -11.9% | +12.3% | -24.2% | -12.4% |
| 3M | -2.9% | +37.1% | -40.0% | -4.6% |
| 6M | -6.8% | +66.1% | -72.9% | -10.0% |
| YTD | -10.1% | +50.9% | -61.0% | -13.0% |
| 1Y | -14.2% | +27.2% | -41.5% | -16.6% |
| 3Y | -3.3% | +158.7% | -161.9% | -18.4% |
| 5Y | +13.6% | +291.1% | -277.5% | -16.8% |
| All | +13.6% | +283.1% | -269.5% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling