+69.4%
AON vs TXG
+24.6%
+44.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.1% | -3.7% |
| 7D | -7.9% | +9.1% | -17.1% | -8.5% |
| 30D | -14.6% | +14.9% | -29.5% | -15.5% |
| 3M | -7.9% | +120.0% | -127.9% | -13.4% |
| 6M | -8.0% | +221.8% | -229.8% | -16.4% |
| YTD | -13.2% | +312.6% | -325.8% | -22.9% |
| 1Y | -16.4% | +398.4% | -414.9% | -27.4% |
| 3Y | -6.7% | +42.1% | -48.7% | -12.0% |
| 5Y | +8.0% | -63.5% | +71.5% | +10.8% |
| All | +69.4% | +24.6% | +44.8% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling