+60.9%
AON vs QS
-46.4%
+107.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.7% |
| 7D | -6.3% | -3.6% | -2.7% | -6.3% |
| 30D | -14.1% | -17.2% | +3.1% | -13.9% |
| 3M | -9.5% | -27.0% | +17.5% | -9.3% |
| 6M | -4.0% | -24.6% | +20.6% | -3.9% |
| YTD | -13.8% | -49.3% | +35.5% | -13.2% |
| 1Y | -18.3% | -40.3% | +22.1% | -18.2% |
| 3Y | -7.2% | -23.8% | +16.6% | -8.8% |
| 5Y | +7.3% | -75.0% | +82.3% | +5.9% |
| All | +60.9% | -46.4% | +107.3% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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