-5.6%
AON vs TRGP
+262.4%
-268.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -5.9% | -0.6% | -5.3% | -5.8% |
| 30D | -13.7% | +10.0% | -23.6% | -14.4% |
| 3M | -8.3% | +7.6% | -15.9% | -9.0% |
| 6M | -3.6% | +26.8% | -30.4% | -6.2% |
| YTD | -12.4% | +60.6% | -72.9% | -17.4% |
| 1Y | -14.6% | +82.5% | -97.1% | -21.2% |
| All | -5.6% | +262.4% | -268.0% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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