+9.1%
AON vs QS
-75.4%
+84.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | -5.9% | -5.0% | -0.9% | -5.8% |
| 30D | -13.7% | -18.3% | +4.6% | -13.3% |
| 3M | -8.3% | -26.0% | +17.7% | -7.8% |
| 6M | -3.6% | -24.0% | +20.4% | -3.5% |
| YTD | -12.4% | -50.3% | +37.9% | -11.1% |
| 1Y | -14.6% | -38.0% | +23.3% | -14.7% |
| 3Y | -5.7% | -24.6% | +18.9% | -9.8% |
| All | +9.1% | -75.4% | +84.4% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling