+9.1%
AON vs WEC
+30.3%
-21.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -5.9% | -1.3% | -4.6% | -5.4% |
| 30D | -13.7% | -0.4% | -13.3% | -13.6% |
| 3M | -8.3% | -6.8% | -1.5% | -5.8% |
| 6M | -3.6% | -6.4% | +2.8% | -1.4% |
| YTD | -12.4% | +2.5% | -14.8% | -13.7% |
| 1Y | -14.6% | -0.4% | -14.2% | -15.0% |
| 3Y | -5.7% | +38.5% | -44.2% | -17.8% |
| 5Y | +9.1% | +31.7% | -22.5% | -2.7% |
| All | +9.1% | +30.3% | -21.2% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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