+3.6%
AON vs TAP
-22.2%
+25.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.8% | +0.7% |
| 7D | +1.0% | +1.3% | -0.2% | +0.7% |
| 30D | +23.2% | +5.7% | +17.5% | +21.7% |
| 3M | -5.0% | -1.9% | -3.1% | -4.7% |
| 6M | +9.3% | +0.9% | +8.4% | +9.0% |
| YTD | -3.4% | -9.5% | +6.1% | -2.5% |
| 1Y | -2.9% | -9.0% | +6.1% | -2.1% |
| 3Y | +3.6% | -22.2% | +25.9% | +7.7% |
| All | +3.6% | -22.2% | +25.8% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling