-3.2%
AON vs TAP
-32.4%
+29.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.4% |
| 7D | -3.2% | -2.3% | -0.9% | -2.8% |
| 30D | -11.9% | -9.4% | -2.5% | -10.1% |
| 3M | -2.9% | -0.8% | -2.1% | -2.5% |
| 6M | -6.8% | -14.7% | +7.9% | -4.4% |
| YTD | -10.1% | -13.9% | +3.9% | -8.2% |
| 1Y | -14.2% | -18.6% | +4.4% | -11.5% |
| All | -3.2% | -32.4% | +29.2% | +2.2% |
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