+94.0%
AON vs TW
+211.4%
-117.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.8% | -1.5% |
| 7D | -3.2% | -3.5% | +0.3% | -2.3% |
| 30D | -11.9% | +0.5% | -12.4% | -12.0% |
| 3M | -2.9% | +4.9% | -7.8% | -4.4% |
| 6M | -6.8% | -17.1% | +10.3% | -2.6% |
| YTD | -10.1% | -3.9% | -6.2% | -9.9% |
| 1Y | -14.2% | -13.3% | -1.0% | -11.7% |
| 3Y | -3.3% | +20.9% | -24.2% | -10.5% |
| 5Y | +13.6% | +20.5% | -6.9% | +3.0% |
| All | +94.0% | +211.4% | -117.4% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling