+40.5%
AON vs S
-56.8%
+97.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -9.1% | -7.7% | -1.4% | -8.6% |
| 30D | -10.2% | -5.3% | -4.9% | -10.1% |
| 3M | +0.5% | +20.3% | -19.8% | -1.4% |
| 6M | -4.8% | +47.4% | -52.2% | -8.4% |
| YTD | -8.0% | +32.5% | -40.5% | -10.8% |
| 1Y | -13.1% | +9.5% | -22.6% | -14.7% |
| 3Y | -1.3% | +15.5% | -16.8% | -5.6% |
| 5Y | +14.9% | -71.2% | +86.1% | +17.0% |
| All | +40.5% | -56.8% | +97.3% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling