+235.3%
AON vs Z
-16.5%
+251.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.1% |
| 7D | +1.0% | +0.8% | +0.2% | +0.9% |
| 30D | +23.2% | +5.2% | +18.0% | +22.2% |
| 3M | -5.0% | -17.0% | +12.0% | -3.3% |
| 6M | +9.3% | -22.7% | +32.0% | +11.9% |
| YTD | -3.4% | -56.3% | +52.9% | +4.8% |
| 1Y | -2.9% | -57.7% | +54.8% | +5.6% |
| 3Y | +3.6% | -16.5% | +20.2% | +1.6% |
| 5Y | +16.9% | -53.4% | +70.3% | +18.5% |
| All | +235.3% | -16.5% | +251.7% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling