+123.4%
AON vs REPL
-9.7%
+133.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -3.5% |
| 7D | -7.9% | -9.6% | +1.7% | -7.8% |
| 30D | -14.6% | +5.7% | -20.4% | -14.7% |
| 3M | -7.9% | +56.4% | -64.3% | -8.8% |
| 6M | -8.0% | +67.4% | -75.4% | -10.1% |
| YTD | -13.2% | +48.7% | -61.9% | -15.1% |
| 1Y | -16.4% | +148.3% | -164.7% | -20.5% |
| 3Y | -6.7% | -26.7% | +20.0% | -12.7% |
| 5Y | +8.0% | -54.1% | +62.2% | +1.9% |
| All | +123.4% | -9.7% | +133.1% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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