+17.2%
AON vs TMF
-88.9%
+106.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.0% | +0.3% |
| 7D | +1.9% | -1.1% | +2.9% | +1.9% |
| 30D | +23.3% | +11.8% | +11.5% | +22.9% |
| 3M | -5.5% | -4.0% | -1.5% | -5.5% |
| 6M | +8.0% | -16.5% | +24.6% | +8.4% |
| YTD | -4.0% | -19.9% | +15.9% | -3.6% |
| 1Y | -1.7% | -25.6% | +23.8% | -1.2% |
| 3Y | +2.9% | -29.9% | +32.8% | +3.2% |
| 5Y | +17.2% | -88.2% | +105.5% | +12.0% |
| All | +17.2% | -88.9% | +106.1% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling