+31.7%
AON vs S
-57.1%
+88.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | -6.3% | -0.7% | -5.7% | -6.3% |
| 30D | -14.1% | -11.4% | -2.7% | -13.4% |
| 3M | -9.5% | +33.8% | -43.3% | -12.0% |
| 6M | -4.0% | +39.5% | -43.5% | -7.2% |
| YTD | -13.8% | +31.7% | -45.5% | -16.4% |
| 1Y | -18.3% | +7.0% | -25.3% | -19.7% |
| 3Y | -7.2% | +11.8% | -19.0% | -11.0% |
| 5Y | +7.3% | -69.0% | +76.4% | +9.1% |
| All | +31.7% | -57.1% | +88.7% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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