-14.6%
AON vs TLN
-23.2%
+8.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +0.7% |
| 7D | -5.9% | +2.0% | -7.9% | -5.6% |
| 30D | -13.7% | -12.9% | -0.7% | -15.2% |
| 3M | -8.3% | -7.4% | -0.8% | -9.2% |
| 6M | -3.6% | -6.0% | +2.4% | -4.0% |
| YTD | -12.4% | -16.9% | +4.5% | -12.8% |
| 1Y | -14.6% | -22.6% | +8.0% | -14.7% |
| All | -14.6% | -23.2% | +8.5% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling