+197.7%
AON vs TECK
+377.7%
-180.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.7% |
| 7D | -6.3% | -3.8% | -2.5% | -6.0% |
| 30D | -14.1% | +0.7% | -14.8% | -14.2% |
| 3M | -9.5% | +4.6% | -14.1% | -10.2% |
| 6M | -4.0% | +25.1% | -29.1% | -7.0% |
| YTD | -13.8% | +39.2% | -53.0% | -17.9% |
| 1Y | -18.3% | +60.3% | -78.6% | -23.7% |
| 3Y | -7.2% | +62.9% | -70.1% | -15.5% |
| 5Y | +7.3% | +181.5% | -174.1% | -12.3% |
| All | +197.7% | +377.7% | -180.0% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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