+296.0%
AON vs P
+485.4%
-189.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | -9.1% | +6.5% | -15.6% | -9.6% |
| 30D | -10.2% | +18.8% | -29.1% | -11.8% |
| 3M | +0.5% | +26.7% | -26.3% | -2.3% |
| 6M | -4.8% | +62.2% | -67.0% | -10.2% |
| YTD | -8.0% | +48.5% | -56.5% | -12.9% |
| 1Y | -13.1% | +26.4% | -39.5% | -17.2% |
| 3Y | -1.3% | +159.4% | -160.7% | -17.9% |
| 5Y | +14.9% | +275.8% | -260.9% | -11.2% |
| 10Y | +214.9% | +732.0% | -517.1% | +110.6% |
| All | +296.0% | +485.4% | -189.3% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling