+174.6%
ARM vs AON
+1.6%
+173.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.8% | +7.5% | +4.0% |
| 7D | -15.2% | +4.4% | -19.6% | -14.1% |
| 30D | -40.7% | +24.1% | -64.8% | -37.3% |
| 3M | -39.1% | -7.0% | -32.1% | -39.1% |
| 6M | -26.4% | +9.1% | -35.5% | -25.1% |
| YTD | +59.7% | -4.4% | +64.2% | +63.3% |
| 1Y | +10.3% | -0.8% | +11.1% | +12.1% |
| 3Y | +228.9% | +5.1% | +223.7% | +220.9% |
| All | +174.6% | +1.6% | +173.0% | +175.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling