+7.3%
AON vs TKO
+291.2%
-284.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.7% |
| 7D | -6.3% | +2.3% | -8.6% | -6.6% |
| 30D | -14.1% | -2.5% | -11.6% | -13.8% |
| 3M | -9.5% | -10.6% | +1.1% | -8.2% |
| 6M | -4.0% | -5.1% | +1.0% | -3.7% |
| YTD | -13.8% | -8.2% | -5.6% | -13.2% |
| 1Y | -18.3% | -4.4% | -13.8% | -18.3% |
| 3Y | -7.2% | +100.4% | -107.6% | -17.2% |
| All | +7.3% | +291.2% | -284.0% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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