+68.3%
AON vs TXG
+27.0%
+41.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.0% | -1.9% |
| 7D | -6.3% | +9.5% | -15.8% | -6.9% |
| 30D | -14.1% | +18.8% | -32.9% | -15.2% |
| 3M | -9.5% | +136.1% | -145.6% | -15.3% |
| 6M | -4.0% | +235.2% | -239.3% | -13.0% |
| YTD | -13.8% | +320.5% | -334.3% | -23.5% |
| 1Y | -18.3% | +425.2% | -443.5% | -29.3% |
| 3Y | -7.2% | +42.9% | -50.1% | -12.5% |
| 5Y | +7.3% | -62.8% | +70.2% | +9.9% |
| All | +68.3% | +27.0% | +41.3% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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