+311.3%
ARM vs AON
-4.4%
+315.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +6.0% | +3.3% |
| 7D | +11.4% | -3.2% | +14.6% | +10.7% |
| 30D | -7.4% | -11.9% | +4.4% | -9.4% |
| 3M | -24.5% | -2.9% | -21.6% | -25.0% |
| 6M | +128.7% | -6.8% | +135.5% | +127.9% |
| YTD | +139.3% | -10.1% | +149.3% | +139.0% |
| 1Y | +88.0% | -14.2% | +102.2% | +89.2% |
| All | +311.3% | -4.4% | +315.7% | +303.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling