+5,143.6%
AON vs WEC
+3,978.4%
+1,165.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -9.1% | -0.3% | -8.8% | -9.0% |
| 30D | -10.2% | -1.3% | -9.0% | -9.9% |
| 3M | +0.5% | -3.9% | +4.4% | +2.0% |
| 6M | -4.8% | -8.3% | +3.5% | -2.0% |
| YTD | -8.0% | +3.1% | -11.1% | -9.4% |
| 1Y | -13.1% | +1.9% | -15.0% | -14.1% |
| 3Y | -1.3% | +41.9% | -43.2% | -14.4% |
| 5Y | +14.9% | +30.8% | -15.9% | +1.8% |
| 10Y | +214.9% | +141.9% | +73.0% | +114.6% |
| All | +5,143.6% | +3,978.4% | +1,165.2% | +1,236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling