+117.0%
AXP vs AON
+15.3%
+101.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -2.1% | -9.1% | +7.0% | +1.5% |
| 30D | -6.5% | -10.2% | +3.7% | -2.6% |
| 3M | +4.6% | +0.5% | +4.2% | +3.4% |
| 6M | +5.4% | -4.8% | +10.3% | +6.4% |
| YTD | -11.1% | -8.0% | -3.1% | -9.3% |
| 1Y | -0.3% | -13.1% | +12.8% | +4.4% |
| 3Y | +111.6% | -1.3% | +112.9% | +106.1% |
| All | +117.0% | +15.3% | +101.7% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling