+19.3%
ARM vs AON
+2.1%
+17.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.4% | -9.7% | -2.0% |
| 7D | -18.7% | +9.4% | -28.1% | -12.7% |
| 30D | -36.7% | +27.0% | -63.7% | -23.8% |
| 3M | -31.6% | -3.1% | -28.5% | -31.9% |
| 6M | -5.6% | +10.0% | -15.6% | +4.6% |
| YTD | +75.5% | -1.6% | +77.1% | +79.9% |
| 1Y | +19.3% | +0.9% | +18.4% | +26.2% |
| All | +19.3% | +2.1% | +17.2% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 1y: compounded portfolio wealth divided by compounded AON 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…
1y analysis · Full analysis span regression · 6 months rolling