+9.1%
AON vs Z
-66.6%
+75.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.3% |
| 7D | -5.9% | -11.6% | +5.7% | -4.5% |
| 30D | -13.7% | -8.5% | -5.2% | -12.8% |
| 3M | -8.3% | -7.9% | -0.4% | -7.7% |
| 6M | -3.6% | -29.1% | +25.4% | -0.4% |
| YTD | -12.4% | -54.2% | +41.8% | -5.2% |
| 1Y | -14.6% | -63.5% | +48.9% | -5.6% |
| 3Y | -5.7% | -38.6% | +32.9% | -3.8% |
| 5Y | +9.1% | -66.0% | +75.1% | +14.8% |
| All | +9.1% | -66.6% | +75.7% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling