+77,094.7%
ASML vs AON
+3,516.1%
+73,578.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.3% | -9.3% |
| 7D | -19.0% | +7.3% | -26.4% | -21.5% |
| 30D | -25.9% | +26.0% | -52.0% | -33.0% |
| 3M | -19.1% | -4.1% | -15.0% | -18.7% |
| 6M | -5.7% | +10.0% | -15.8% | -12.1% |
| YTD | +27.6% | -1.7% | +29.3% | +23.2% |
| 1Y | +30.8% | +1.5% | +29.2% | +24.2% |
| 3Y | +116.2% | +8.9% | +107.3% | +93.5% |
| 5Y | +67.7% | +23.8% | +43.8% | +42.3% |
| 10Y | +1,355.3% | +248.9% | +1,106.4% | +682.0% |
| All | +77,094.7% | +3,516.1% | +73,578.6% | +23,457.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling