+8.0%
AON vs S
-71.9%
+79.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -7.9% | -1.2% | -6.7% | -7.8% |
| 30D | -14.6% | -12.6% | -2.1% | -13.9% |
| 3M | -7.9% | +27.6% | -35.5% | -10.2% |
| 6M | -8.0% | +35.5% | -43.5% | -11.0% |
| YTD | -13.2% | +29.6% | -42.8% | -15.9% |
| 1Y | -16.4% | +8.1% | -24.5% | -18.0% |
| 3Y | -6.7% | +14.8% | -21.4% | -10.9% |
| 5Y | +8.0% | -70.6% | +78.6% | +11.5% |
| All | +8.0% | -71.9% | +79.9% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling