+228.9%
ARM vs AON
+5.6%
+223.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.8% | +7.5% | +3.9% |
| 7D | -15.2% | +4.4% | -19.6% | -14.0% |
| 30D | -40.7% | +24.1% | -64.8% | -36.6% |
| 3M | -39.1% | -7.0% | -32.1% | -39.3% |
| 6M | -26.4% | +9.1% | -35.5% | -24.5% |
| YTD | +59.7% | -4.4% | +64.2% | +63.5% |
| 1Y | +10.3% | -0.8% | +11.1% | +12.6% |
| 3Y | +228.9% | +5.1% | +223.7% | +217.1% |
| All | +228.9% | +5.6% | +223.2% | +217.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling