+197.7%
AON vs TDY
+479.2%
-281.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.1% |
| 7D | -6.3% | -1.1% | -5.2% | -6.0% |
| 30D | -14.1% | -12.0% | -2.0% | -10.4% |
| 3M | -9.5% | -3.2% | -6.3% | -8.8% |
| 6M | -4.0% | -7.9% | +3.9% | -2.1% |
| YTD | -13.8% | +18.2% | -32.0% | -20.3% |
| 1Y | -18.3% | +6.7% | -24.9% | -21.7% |
| 3Y | -7.2% | +47.5% | -54.7% | -22.3% |
| 5Y | +7.3% | +39.5% | -32.2% | -9.3% |
| All | +197.7% | +479.2% | -281.6% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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