+113.0%
AXP vs AON
-7.5%
+120.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.7% |
| 7D | -0.5% | -6.3% | +5.9% | +1.3% |
| 30D | -5.6% | -14.1% | +8.5% | -1.8% |
| 3M | +2.2% | -9.5% | +11.7% | +4.4% |
| 6M | +6.7% | -4.0% | +10.8% | +6.8% |
| YTD | -11.5% | -13.8% | +2.3% | -8.6% |
| 1Y | -0.4% | -18.3% | +17.9% | +4.8% |
| 3Y | +113.0% | -7.2% | +120.2% | +118.3% |
| All | +113.0% | -7.5% | +120.5% | +118.3% |
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 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