+6,162.7%
AON vs TRMB
+3,157.0%
+3,005.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +1.0% | +2.8% | -1.8% | +0.7% |
| 30D | +23.2% | -5.9% | +29.0% | +23.6% |
| 3M | -5.0% | -3.3% | -1.7% | -5.0% |
| 6M | +9.3% | +1.3% | +8.0% | +8.8% |
| YTD | -3.4% | -29.0% | +25.6% | -0.4% |
| 1Y | -2.9% | -27.8% | +24.9% | -0.1% |
| 3Y | +3.6% | +36.3% | -32.7% | -1.0% |
| 5Y | +16.9% | -35.8% | +52.7% | +19.7% |
| 10Y | +234.4% | +103.1% | +131.3% | +203.8% |
| All | +6,162.7% | +3,157.0% | +3,005.7% | +4,362.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling