+5,143.6%
AON vs TAP
+825.0%
+4,318.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -9.1% | -2.3% | -6.8% | -8.7% |
| 30D | -10.2% | -2.1% | -8.1% | -9.9% |
| 3M | +0.5% | +6.6% | -6.1% | -0.6% |
| 6M | -4.8% | -11.5% | +6.7% | -3.1% |
| YTD | -8.0% | -10.3% | +2.3% | -6.7% |
| 1Y | -13.1% | -14.4% | +1.3% | -11.3% |
| 3Y | -1.3% | -28.3% | +27.0% | +3.1% |
| 5Y | +14.9% | +1.7% | +13.2% | +12.1% |
| 10Y | +214.9% | -49.2% | +264.1% | +232.5% |
| All | +5,143.6% | +825.0% | +4,318.6% | +3,857.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling