+202.6%
AON vs TAP
-50.5%
+253.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -5.9% | -5.3% | -0.6% | -4.7% |
| 30D | -13.7% | -7.4% | -6.3% | -12.0% |
| 3M | -8.3% | -4.9% | -3.4% | -7.2% |
| 6M | -3.6% | -14.2% | +10.6% | -0.4% |
| YTD | -12.4% | -14.8% | +2.5% | -9.6% |
| 1Y | -14.6% | -18.1% | +3.4% | -11.3% |
| 3Y | -5.7% | -32.7% | +27.0% | +1.7% |
| 5Y | +9.1% | -0.5% | +9.6% | +4.8% |
| All | +202.6% | -50.5% | +253.2% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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