+7.3%
AON vs TW
+19.5%
-12.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.4% |
| 7D | -6.3% | -4.5% | -1.8% | -5.1% |
| 30D | -14.1% | -2.3% | -11.8% | -13.6% |
| 3M | -9.5% | +2.6% | -12.1% | -10.4% |
| 6M | -4.0% | -17.5% | +13.5% | +0.7% |
| YTD | -13.8% | -5.3% | -8.5% | -13.2% |
| 1Y | -18.3% | -14.8% | -3.5% | -15.3% |
| 3Y | -7.2% | +18.8% | -26.0% | -15.1% |
| All | +7.3% | +19.5% | -12.2% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling