+311.4%
AON vs P
+469.1%
-157.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.3% | -3.0% |
| 7D | +4.4% | -23.8% | +28.2% | +6.3% |
| 30D | +24.1% | -36.6% | +60.7% | +27.9% |
| 3M | -7.0% | +10.9% | -17.8% | -8.9% |
| 6M | +9.1% | +30.0% | -20.9% | +4.3% |
| YTD | -4.4% | +44.4% | -48.8% | -10.2% |
| 1Y | -0.8% | +3.9% | -4.7% | -4.2% |
| 3Y | +5.1% | +176.6% | -171.5% | -14.3% |
| 5Y | +20.4% | +249.3% | -228.9% | -7.0% |
| 10Y | +239.2% | +726.9% | -487.7% | +125.0% |
| All | +311.4% | +469.1% | -157.7% | +172.3% |
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