+6,524.1%
AXP vs AON
+5,331.7%
+1,192.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | +0.1% |
| 7D | +0.6% | +4.4% | -3.8% | -1.5% |
| 30D | +5.8% | +24.1% | -18.3% | -4.8% |
| 3M | -6.0% | -7.0% | +0.9% | -3.4% |
| 6M | +0.3% | +9.1% | -8.8% | -5.1% |
| YTD | -12.3% | -4.4% | -7.8% | -12.2% |
| 1Y | -11.2% | -0.8% | -10.5% | -12.9% |
| 3Y | +117.0% | +5.1% | +111.9% | +103.3% |
| 5Y | +93.2% | +20.4% | +72.8% | +67.9% |
| 10Y | +461.2% | +239.2% | +222.0% | +197.9% |
| All | +6,524.1% | +5,331.7% | +1,192.4% | +867.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling