+256.8%
AON vs QSR
+203.9%
+53.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -5.9% | -4.7% | -1.2% | -4.5% |
| 30D | -13.7% | +4.3% | -18.0% | -14.8% |
| 3M | -8.3% | +5.4% | -13.7% | -9.8% |
| 6M | -3.6% | +8.2% | -11.8% | -6.1% |
| YTD | -12.4% | +14.1% | -26.5% | -16.1% |
| 1Y | -14.6% | +28.1% | -42.8% | -21.2% |
| 3Y | -5.7% | +25.3% | -31.0% | -13.8% |
| 5Y | +9.1% | +40.4% | -31.2% | -4.6% |
| 10Y | +208.7% | +132.4% | +76.3% | +121.9% |
| All | +256.8% | +203.9% | +53.0% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling