+113.2%
AXP vs AON
+2.0%
+111.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.3% |
| 7D | -2.1% | -3.2% | +1.1% | -1.3% |
| 30D | +2.7% | +21.7% | -19.0% | -2.6% |
| 3M | -7.3% | -5.1% | -2.1% | -6.3% |
| 6M | +1.8% | +5.9% | -4.1% | -0.7% |
| YTD | -13.1% | -4.8% | -8.3% | -12.7% |
| 1Y | -13.7% | -4.1% | -9.7% | -13.7% |
| All | +113.2% | +2.0% | +111.1% | +112.7% |
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