+10.6%
AON vs TLN
+710.8%
-700.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.2% | +1.3% |
| 7D | +1.0% | +11.0% | -10.0% | +1.6% |
| 30D | +23.2% | +4.9% | +18.3% | +23.6% |
| 3M | -5.0% | +4.9% | -9.9% | -4.5% |
| 6M | +9.3% | +7.1% | +2.2% | +9.9% |
| YTD | -3.4% | +0.3% | -3.7% | -2.8% |
| 1Y | -2.9% | +5.9% | -8.8% | -2.4% |
| 3Y | +3.6% | +578.5% | -574.8% | +6.2% |
| All | +10.6% | +710.8% | -700.2% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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