+5,730.9%
AON vs TRMB
+3,340.8%
+2,390.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -3.2% | -0.3% | -2.9% | -3.2% |
| 30D | -11.9% | -1.2% | -10.6% | -11.8% |
| 3M | -2.9% | +9.6% | -12.5% | -3.9% |
| 6M | -6.8% | -16.1% | +9.3% | -5.2% |
| YTD | -10.1% | -25.0% | +14.9% | -7.5% |
| 1Y | -14.2% | -27.7% | +13.5% | -11.6% |
| 3Y | -3.3% | +15.3% | -18.6% | -5.8% |
| 5Y | +13.6% | -37.4% | +51.0% | +16.9% |
| 10Y | +209.2% | +117.5% | +91.7% | +179.7% |
| All | +5,730.9% | +3,340.8% | +2,390.1% | +4,042.2% |
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