+893.4%
AON vs VEU
+188.7%
+704.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.1% |
| 7D | -7.9% | +0.3% | -8.2% | -8.1% |
| 30D | -14.6% | +0.7% | -15.3% | -14.9% |
| 3M | -7.9% | +4.7% | -12.6% | -10.5% |
| 6M | -8.0% | +11.6% | -19.6% | -14.3% |
| YTD | -13.2% | +16.8% | -30.0% | -21.4% |
| 1Y | -16.4% | +24.9% | -41.3% | -27.1% |
| 3Y | -6.7% | +75.7% | -82.4% | -33.1% |
| 5Y | +8.0% | +56.1% | -48.1% | -17.9% |
| 10Y | +205.6% | +153.6% | +52.0% | +78.4% |
| All | +893.4% | +188.7% | +704.7% | +433.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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