+197.7%
AON vs VICR
+1,679.8%
-1,482.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.2% | -12.8% | -2.2% |
| 7D | -6.3% | +5.0% | -11.3% | -6.6% |
| 30D | -14.1% | -12.5% | -1.6% | -13.7% |
| 3M | -9.5% | -33.6% | +24.1% | -8.4% |
| 6M | -4.0% | +10.7% | -14.7% | -7.4% |
| YTD | -13.8% | +80.6% | -94.4% | -20.3% |
| 1Y | -18.3% | +288.4% | -306.6% | -29.5% |
| 3Y | -7.2% | +213.8% | -221.0% | -21.3% |
| 5Y | +7.3% | +58.8% | -51.5% | -7.0% |
| All | +197.7% | +1,679.8% | -1,482.1% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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