+811.8%
AON vs VCLT
+100.6%
+711.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -6.3% | -1.4% | -5.0% | -6.2% |
| 30D | -14.1% | -1.2% | -12.9% | -14.0% |
| 3M | -9.5% | -4.8% | -4.7% | -9.0% |
| 6M | -4.0% | -2.6% | -1.4% | -3.8% |
| YTD | -13.8% | -3.3% | -10.5% | -13.5% |
| 1Y | -18.3% | -4.8% | -13.5% | -17.8% |
| 3Y | -7.2% | +11.5% | -18.7% | -8.6% |
| 5Y | +7.3% | -17.0% | +24.3% | +6.7% |
| 10Y | +203.6% | +16.7% | +186.9% | +219.5% |
| All | +811.8% | +100.6% | +711.1% | +1,125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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