+7.3%
AON vs VYM
+77.5%
-70.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -2.1% |
| 7D | -6.3% | -0.8% | -5.5% | -5.8% |
| 30D | -14.1% | -2.2% | -11.8% | -12.7% |
| 3M | -9.5% | +3.1% | -12.6% | -11.5% |
| 6M | -4.0% | +9.7% | -13.7% | -10.6% |
| YTD | -13.8% | +14.9% | -28.7% | -22.6% |
| 1Y | -18.3% | +17.6% | -35.9% | -28.1% |
| 3Y | -7.2% | +65.3% | -72.5% | -39.4% |
| All | +7.3% | +77.5% | -70.3% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling