+62.0%
AON vs QS
-47.0%
+109.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.6% | +3.1% | -3.4% |
| 7D | -7.9% | -4.2% | -3.7% | -7.9% |
| 30D | -14.6% | -15.7% | +1.0% | -14.5% |
| 3M | -7.9% | -28.7% | +20.8% | -7.6% |
| 6M | -8.0% | -23.2% | +15.2% | -8.0% |
| YTD | -13.2% | -49.9% | +36.7% | -12.7% |
| 1Y | -16.4% | -38.8% | +22.4% | -16.4% |
| 3Y | -6.7% | -24.0% | +17.4% | -8.3% |
| 5Y | +8.0% | -75.6% | +83.6% | +6.6% |
| All | +62.0% | -47.0% | +109.0% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling