+440.3%
AXP vs AON
+228.2%
+212.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -1.1% | +0.7% | -1.8% | -1.6% |
| 30D | +5.2% | +23.1% | -17.9% | -6.9% |
| 3M | -4.6% | -6.0% | +1.5% | -1.8% |
| 6M | +3.2% | +7.9% | -4.6% | -3.1% |
| YTD | -11.3% | -4.1% | -7.2% | -11.6% |
| 1Y | -11.0% | -2.3% | -8.7% | -12.4% |
| 3Y | +120.2% | +3.4% | +116.7% | +103.0% |
| 5Y | +91.7% | +17.1% | +74.6% | +58.0% |
| 10Y | +440.3% | +230.6% | +209.8% | +117.9% |
| All | +440.3% | +228.2% | +212.2% | +117.9% |
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