+1,257.5%
AON vs TRI
+507.2%
+750.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.7% | -2.9% |
| 7D | -7.9% | -8.4% | +0.5% | -5.2% |
| 30D | -14.6% | -6.5% | -8.2% | -12.9% |
| 3M | -7.9% | +18.6% | -26.5% | -14.5% |
| 6M | -8.0% | -10.4% | +2.4% | -6.4% |
| YTD | -13.2% | -23.7% | +10.5% | -7.5% |
| 1Y | -16.4% | -42.5% | +26.0% | -1.2% |
| 3Y | -6.7% | -19.3% | +12.6% | -5.0% |
| 5Y | +8.0% | -9.7% | +17.7% | +4.6% |
| 10Y | +205.6% | +194.4% | +11.2% | +89.0% |
| All | +1,257.5% | +507.2% | +750.3% | +389.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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