+465.0%
AXP vs AON
+214.6%
+250.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.4% |
| 7D | -2.1% | -9.1% | +7.0% | +3.1% |
| 30D | -6.5% | -10.2% | +3.7% | -0.9% |
| 3M | +4.6% | +0.5% | +4.2% | +2.9% |
| 6M | +5.4% | -4.8% | +10.3% | +6.6% |
| YTD | -11.1% | -8.0% | -3.1% | -8.9% |
| 1Y | -0.3% | -13.1% | +12.8% | +5.6% |
| 3Y | +111.6% | -1.3% | +112.9% | +101.3% |
| 5Y | +117.6% | +14.9% | +102.7% | +80.9% |
| All | +465.0% | +214.6% | +250.4% | +143.3% |
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