+366.8%
AON vs VEEV
+586.3%
-219.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.3% |
| 7D | -7.9% | -7.1% | -0.8% | -6.9% |
| 30D | -14.6% | +11.1% | -25.8% | -16.3% |
| 3M | -7.9% | +55.5% | -63.4% | -14.3% |
| 6M | -8.0% | +33.4% | -41.4% | -12.7% |
| YTD | -13.2% | +16.8% | -30.1% | -16.2% |
| 1Y | -16.4% | -7.7% | -8.7% | -16.6% |
| 3Y | -6.7% | +18.4% | -25.0% | -11.6% |
| 5Y | +8.0% | -14.8% | +22.8% | +4.8% |
| 10Y | +205.6% | +546.5% | -340.9% | +129.8% |
| All | +366.8% | +586.3% | -219.5% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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