+0.3%
AXP vs AON
+6.3%
-6.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.6% |
| 7D | +0.6% | +4.4% | -3.8% | -0.3% |
| 30D | +5.8% | +24.1% | -18.3% | +1.9% |
| 3M | -6.0% | -7.0% | +0.9% | -6.0% |
| 6M | +0.3% | +9.1% | -8.8% | -4.4% |
| All | +0.3% | +6.3% | -6.0% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling