+745.0%
AON vs TRGP
+2,265.4%
-1,520.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.7% | -2.5% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | -11.9% | +14.6% | -26.4% | -13.8% |
| 3M | -2.9% | +11.9% | -14.8% | -4.8% |
| 6M | -6.8% | +25.3% | -32.1% | -10.4% |
| YTD | -10.1% | +61.9% | -71.9% | -17.0% |
| 1Y | -14.2% | +87.3% | -101.5% | -22.8% |
| 3Y | -3.3% | +268.0% | -271.3% | -22.5% |
| 5Y | +13.6% | +638.2% | -624.6% | -19.2% |
| 10Y | +209.2% | +821.9% | -612.8% | +89.6% |
| All | +745.0% | +2,265.4% | -1,520.4% | +233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling