+8.0%
AON vs TAP
-0.5%
+8.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | -7.9% | -5.1% | -2.8% | -7.0% |
| 30D | -14.6% | -8.4% | -6.2% | -13.1% |
| 3M | -7.9% | -3.9% | -4.0% | -7.1% |
| 6M | -8.0% | -14.4% | +6.4% | -5.6% |
| YTD | -13.2% | -14.7% | +1.5% | -11.1% |
| 1Y | -16.4% | -18.7% | +2.2% | -13.7% |
| 3Y | -6.7% | -32.6% | +26.0% | -0.8% |
| 5Y | +8.0% | -1.4% | +9.4% | +9.1% |
| All | +8.0% | -0.5% | +8.6% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling