+136.9%
AON vs REPL
-6.0%
+142.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | -9.1% | -3.0% | -6.1% | -9.1% |
| 30D | -10.2% | +27.1% | -37.4% | -10.5% |
| 3M | +0.5% | +52.4% | -51.9% | -0.4% |
| 6M | -4.8% | +107.4% | -112.3% | -7.6% |
| YTD | -8.0% | +54.7% | -62.7% | -10.0% |
| 1Y | -13.1% | +158.9% | -171.9% | -17.4% |
| 3Y | -1.3% | -23.7% | +22.4% | -7.7% |
| 5Y | +14.9% | -54.3% | +69.3% | +8.6% |
| All | +136.9% | -6.0% | +142.9% | +100.3% |
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