+86.0%
AON vs TW
+206.7%
-120.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.4% |
| 7D | -6.3% | -4.5% | -1.8% | -5.2% |
| 30D | -14.1% | -2.3% | -11.8% | -13.6% |
| 3M | -9.5% | +2.6% | -12.1% | -10.3% |
| 6M | -4.0% | -17.5% | +13.5% | +0.5% |
| YTD | -13.8% | -5.3% | -8.5% | -13.2% |
| 1Y | -18.3% | -14.8% | -3.5% | -15.5% |
| 3Y | -7.2% | +18.8% | -26.0% | -13.8% |
| 5Y | +7.3% | +20.7% | -13.4% | -2.7% |
| All | +86.0% | +206.7% | -120.7% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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