+13.6%
AON vs REPL
-53.9%
+67.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.3% |
| 7D | -3.2% | -5.7% | +2.5% | -3.2% |
| 30D | -11.9% | +22.5% | -34.3% | -11.8% |
| 3M | -2.9% | +64.7% | -67.5% | -2.4% |
| 6M | -6.8% | +83.0% | -89.9% | -6.1% |
| YTD | -10.1% | +52.0% | -62.0% | -9.2% |
| 1Y | -14.2% | +144.5% | -158.8% | -14.2% |
| 3Y | -3.3% | -25.1% | +21.8% | -2.1% |
| 5Y | +13.6% | -52.9% | +66.5% | +10.6% |
| All | +13.6% | -53.9% | +67.5% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling