+7.3%
AON vs TROW
-39.3%
+46.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -6.3% | -3.2% | -3.1% | -5.6% |
| 30D | -14.1% | -4.6% | -9.5% | -13.1% |
| 3M | -9.5% | -0.7% | -8.8% | -9.5% |
| 6M | -4.0% | +22.2% | -26.2% | -8.9% |
| YTD | -13.8% | +6.6% | -20.4% | -15.6% |
| 1Y | -18.3% | +5.8% | -24.1% | -19.9% |
| 3Y | -7.2% | +11.6% | -18.8% | -12.3% |
| All | +7.3% | -39.3% | +46.6% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 5y: compounded portfolio wealth divided by compounded TROW 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…
5y analysis · Full analysis span regression · 6 months rolling