-0.6%
AON vs TLN
+589.3%
-589.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.6% |
| 7D | -7.9% | +5.8% | -13.8% | -7.7% |
| 30D | -14.6% | -6.9% | -7.8% | -14.8% |
| 3M | -7.9% | -10.9% | +3.0% | -8.2% |
| 6M | -8.0% | -4.6% | -3.4% | -8.3% |
| YTD | -13.2% | -14.7% | +1.5% | -13.4% |
| 1Y | -16.4% | -17.9% | +1.5% | -16.6% |
| 3Y | -6.7% | +483.9% | -490.5% | -5.3% |
| All | -0.6% | +589.3% | -589.9% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling