-24.4%
AON vs WETO
-99.4%
+75.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.8% | -1.7% |
| 7D | -6.3% | -4.3% | -2.0% | -6.3% |
| 30D | -14.1% | -39.9% | +25.8% | -14.0% |
| 3M | -9.5% | -97.9% | +88.4% | -7.0% |
| 6M | -4.0% | -95.0% | +91.0% | -3.5% |
| YTD | -13.8% | -97.2% | +83.4% | -12.5% |
| 1Y | -18.3% | -98.9% | +80.6% | -16.0% |
| All | -24.4% | -99.4% | +75.0% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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