+197.7%
AON vs WAB
+296.8%
-99.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -1.9% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -14.1% | -4.1% | -10.0% | -13.2% |
| 3M | -9.5% | +8.2% | -17.7% | -11.6% |
| 6M | -4.0% | +15.4% | -19.4% | -8.2% |
| YTD | -13.8% | +33.1% | -46.9% | -20.7% |
| 1Y | -18.3% | +48.1% | -66.3% | -27.1% |
| 3Y | -7.2% | +167.7% | -174.9% | -30.5% |
| 5Y | +7.3% | +225.7% | -218.4% | -24.6% |
| All | +197.7% | +296.8% | -99.2% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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