+4,845.0%
AON vs WY
+673.4%
+4,171.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -7.9% | -1.7% | -6.2% | -7.5% |
| 30D | -14.6% | -9.9% | -4.8% | -12.2% |
| 3M | -7.9% | -7.5% | -0.4% | -6.2% |
| 6M | -8.0% | -5.1% | -2.9% | -7.2% |
| YTD | -13.2% | -2.1% | -11.1% | -13.4% |
| 1Y | -16.4% | -7.3% | -9.1% | -15.5% |
| 3Y | -6.7% | -22.6% | +16.0% | -2.2% |
| 5Y | +8.0% | -19.8% | +27.8% | +10.9% |
| 10Y | +205.6% | +9.6% | +196.0% | +169.2% |
| All | +4,845.0% | +673.4% | +4,171.6% | +2,425.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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