+3,131.8%
AON vs WAB
+4,115.8%
-984.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.4% |
| 7D | -3.2% | +1.7% | -4.9% | -3.6% |
| 30D | -11.9% | -2.4% | -9.4% | -11.4% |
| 3M | -2.9% | +9.7% | -12.5% | -5.1% |
| 6M | -6.8% | +16.5% | -23.3% | -10.4% |
| YTD | -10.1% | +33.7% | -43.8% | -16.0% |
| 1Y | -14.2% | +49.7% | -63.9% | -21.9% |
| 3Y | -3.3% | +170.9% | -174.2% | -23.1% |
| 5Y | +13.6% | +228.0% | -214.4% | -13.7% |
| 10Y | +209.2% | +284.8% | -75.6% | +116.0% |
| All | +3,131.8% | +4,115.8% | -984.0% | +1,297.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling