+197.7%
AON vs QSR
+135.2%
+62.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -6.3% | -4.0% | -2.3% | -5.1% |
| 30D | -14.1% | +2.8% | -16.8% | -14.8% |
| 3M | -9.5% | +5.1% | -14.6% | -10.9% |
| 6M | -4.0% | +8.8% | -12.8% | -6.7% |
| YTD | -13.8% | +14.8% | -28.6% | -17.8% |
| 1Y | -18.3% | +25.7% | -44.0% | -24.5% |
| 3Y | -7.2% | +27.5% | -34.7% | -16.0% |
| 5Y | +7.3% | +41.3% | -33.9% | -7.2% |
| All | +197.7% | +135.2% | +62.5% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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