+197.7%
AON vs TRMB
+121.9%
+75.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.0% |
| 7D | -6.3% | -3.0% | -3.3% | -5.5% |
| 30D | -14.1% | +2.3% | -16.4% | -14.7% |
| 3M | -9.5% | +15.3% | -24.8% | -13.0% |
| 6M | -4.0% | -14.7% | +10.7% | -0.3% |
| YTD | -13.8% | -26.4% | +12.6% | -7.0% |
| 1Y | -18.3% | -30.4% | +12.1% | -10.8% |
| 3Y | -7.2% | +13.5% | -20.7% | -14.5% |
| 5Y | +7.3% | -38.6% | +45.9% | +16.7% |
| All | +197.7% | +121.9% | +75.8% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling