+980.1%
AON vs VYM
+484.2%
+496.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.4% |
| 7D | -5.9% | -1.9% | -4.0% | -4.5% |
| 30D | -13.7% | -2.6% | -11.1% | -11.9% |
| 3M | -8.3% | +3.6% | -11.9% | -10.7% |
| 6M | -3.6% | +8.7% | -12.3% | -9.8% |
| YTD | -12.4% | +14.1% | -26.5% | -21.0% |
| 1Y | -14.6% | +17.8% | -32.5% | -25.1% |
| 3Y | -5.7% | +64.5% | -70.2% | -36.5% |
| 5Y | +9.1% | +77.5% | -68.4% | -30.5% |
| 10Y | +208.7% | +206.1% | +2.6% | +29.5% |
| All | +980.1% | +484.2% | +496.0% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling