+45.4%
AON vs S
-51.5%
+96.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.3% | -0.5% |
| 7D | -3.2% | +4.1% | -7.2% | -3.5% |
| 30D | +21.7% | -7.2% | +28.8% | +22.1% |
| 3M | -5.1% | 0.0% | -5.1% | -5.7% |
| 6M | +5.9% | +41.6% | -35.7% | +2.0% |
| YTD | -4.8% | +48.6% | -53.4% | -9.0% |
| 1Y | -4.1% | +30.0% | -34.1% | -7.4% |
| 3Y | +2.0% | +42.2% | -40.1% | -4.4% |
| 5Y | +15.2% | -70.8% | +86.0% | +16.9% |
| All | +45.4% | -51.5% | +96.9% | +43.7% |
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