-7.2%
AON vs TNA
+101.9%
-109.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -1.7% |
| 7D | -6.3% | -7.3% | +1.0% | -5.9% |
| 30D | -14.1% | -14.2% | +0.1% | -13.4% |
| 3M | -9.5% | -4.6% | -4.9% | -9.4% |
| 6M | -4.0% | +36.9% | -40.9% | -6.6% |
| YTD | -13.8% | +42.5% | -56.3% | -16.6% |
| 1Y | -18.3% | +45.8% | -64.1% | -21.4% |
| 3Y | -7.2% | +104.7% | -111.8% | -15.6% |
| All | -7.2% | +101.9% | -109.0% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling