+5,404.7%
AON vs WEC
+4,464.3%
+940.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.1% |
| 7D | +1.0% | +2.3% | -1.3% | +0.2% |
| 30D | +23.2% | +11.1% | +12.1% | +18.4% |
| 3M | -5.0% | +8.4% | -13.5% | -7.9% |
| 6M | +9.3% | +7.5% | +1.8% | +6.3% |
| YTD | -3.4% | +15.3% | -18.7% | -8.8% |
| 1Y | -2.9% | +9.7% | -12.6% | -6.6% |
| 3Y | +3.6% | +64.7% | -61.0% | -15.0% |
| 5Y | +16.9% | +57.3% | -40.4% | -3.3% |
| 10Y | +234.4% | +195.9% | +38.5% | +111.4% |
| All | +5,404.7% | +4,464.3% | +940.4% | +1,244.0% |
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