+232.6%
AON vs TMF
-81.8%
+314.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.4% | -3.4% | +1.0% | -2.5% |
| 30D | +22.8% | +11.5% | +11.3% | +23.3% |
| 3M | -5.3% | -4.5% | -0.8% | -5.5% |
| 6M | +8.4% | -15.0% | +23.3% | +7.7% |
| YTD | -3.9% | -19.9% | +15.9% | -4.7% |
| 1Y | -3.1% | -26.6% | +23.5% | -4.2% |
| 3Y | +3.0% | -29.8% | +32.8% | +2.4% |
| 5Y | +16.7% | -88.2% | +104.9% | +0.6% |
| 10Y | +232.6% | -81.4% | +314.0% | +207.9% |
| All | +232.6% | -81.8% | +314.4% | +207.9% |
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