+1,137.6%
AON vs ZBH
+274.1%
+863.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | -7.9% | -4.9% | -3.0% | -6.5% |
| 30D | -14.6% | -3.2% | -11.4% | -13.8% |
| 3M | -7.9% | +5.8% | -13.7% | -9.6% |
| 6M | -8.0% | +2.0% | -10.0% | -9.0% |
| YTD | -13.2% | +5.8% | -19.0% | -15.3% |
| 1Y | -16.4% | -7.9% | -8.5% | -15.5% |
| 3Y | -6.7% | -19.4% | +12.7% | -3.4% |
| 5Y | +8.0% | -29.5% | +37.5% | +14.9% |
| 10Y | +205.6% | -15.5% | +221.2% | +195.3% |
| All | +1,137.6% | +274.1% | +863.4% | +760.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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