+13.6%
AON vs TMF
-87.6%
+101.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -3.2% | +1.0% | -4.2% | -3.2% |
| 30D | -11.9% | -1.8% | -10.0% | -11.8% |
| 3M | -2.9% | -8.2% | +5.4% | -2.7% |
| 6M | -6.8% | -19.5% | +12.7% | -6.4% |
| YTD | -10.1% | -16.0% | +5.9% | -9.7% |
| 1Y | -14.2% | -22.5% | +8.3% | -13.8% |
| 3Y | -3.3% | -42.3% | +39.0% | -3.0% |
| 5Y | +13.6% | -87.7% | +101.3% | +12.0% |
| All | +13.6% | -87.6% | +101.2% | +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