+9.1%
AON vs WAB
+220.1%
-211.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -5.9% | -0.2% | -5.7% | -5.8% |
| 30D | -13.7% | -5.9% | -7.8% | -12.4% |
| 3M | -8.3% | +9.4% | -17.7% | -10.7% |
| 6M | -3.6% | +13.8% | -17.5% | -7.7% |
| YTD | -12.4% | +31.8% | -44.1% | -19.8% |
| 1Y | -14.6% | +48.5% | -63.2% | -24.9% |
| 3Y | -5.7% | +167.0% | -172.7% | -34.8% |
| 5Y | +9.1% | +222.3% | -213.2% | -31.7% |
| All | +9.1% | +220.1% | -211.0% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling