+205.6%
AON vs TMF
-86.2%
+291.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.9% | -3.6% |
| 7D | -7.9% | -0.9% | -7.0% | -7.9% |
| 30D | -14.6% | -1.0% | -13.7% | -14.7% |
| 3M | -7.9% | -11.3% | +3.4% | -8.3% |
| 6M | -8.0% | -22.7% | +14.7% | -8.9% |
| YTD | -13.2% | -17.3% | +4.1% | -13.8% |
| 1Y | -16.4% | -22.5% | +6.1% | -17.2% |
| 3Y | -6.7% | -43.2% | +36.6% | -8.4% |
| 5Y | +8.0% | -88.3% | +96.3% | -6.7% |
| 10Y | +205.6% | -86.0% | +291.6% | +180.5% |
| All | +205.6% | -86.2% | +291.8% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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