+4,895.0%
AON vs TROW
+14,151.0%
-9,256.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -5.9% | -3.0% | -2.9% | -5.1% |
| 30D | -13.7% | -5.5% | -8.2% | -12.4% |
| 3M | -8.3% | +2.3% | -10.5% | -9.0% |
| 6M | -3.6% | +23.9% | -27.6% | -9.2% |
| YTD | -12.4% | +7.9% | -20.2% | -14.6% |
| 1Y | -14.6% | +6.1% | -20.8% | -16.6% |
| 3Y | -5.7% | +13.8% | -19.5% | -11.3% |
| 5Y | +9.1% | -38.2% | +47.3% | +18.1% |
| 10Y | +208.7% | +131.3% | +77.4% | +131.1% |
| All | +4,895.0% | +14,151.0% | -9,256.0% | +1,448.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling