+225.8%
AON vs TMF
-82.2%
+308.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.0% | 0.0% |
| 7D | +1.9% | -1.1% | +2.9% | +1.8% |
| 30D | +23.3% | +11.8% | +11.5% | +23.8% |
| 3M | -5.5% | -4.0% | -1.5% | -5.7% |
| 6M | +8.0% | -16.5% | +24.6% | +7.3% |
| YTD | -4.0% | -19.9% | +15.9% | -4.7% |
| 1Y | -1.7% | -25.6% | +23.8% | -2.8% |
| 3Y | +2.9% | -29.9% | +32.8% | +2.3% |
| 5Y | +17.2% | -88.2% | +105.5% | +1.1% |
| 10Y | +225.8% | -81.7% | +307.5% | +201.8% |
| All | +225.8% | -82.2% | +308.0% | +201.8% |
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