+147.2%
AON vs REPL
+45.5%
+101.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | +0.1% |
| 7D | +1.9% | +12.7% | -10.9% | +1.7% |
| 30D | +23.3% | +73.5% | -50.2% | +22.4% |
| 3M | -5.5% | +70.3% | -75.8% | -6.2% |
| 6M | +8.0% | +472.0% | -463.9% | +4.3% |
| YTD | -4.0% | +139.5% | -143.5% | -6.6% |
| 1Y | -1.7% | +167.3% | -169.0% | -4.8% |
| 3Y | +2.9% | +109.5% | -106.6% | -8.0% |
| 5Y | +17.2% | -29.9% | +47.1% | +10.4% |
| All | +147.2% | +45.5% | +101.7% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling