-3.2%
AON vs Z
-36.8%
+33.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.2% | -1.7% |
| 7D | -3.2% | -3.3% | 0.0% | -3.0% |
| 30D | -11.9% | -3.7% | -8.1% | -11.6% |
| 3M | -2.9% | -7.0% | +4.1% | -2.6% |
| 6M | -6.8% | -29.5% | +22.7% | -5.0% |
| YTD | -10.1% | -52.6% | +42.5% | -6.2% |
| 1Y | -14.2% | -64.0% | +49.8% | -9.3% |
| All | -3.2% | -36.8% | +33.6% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling