+153.8%
B vs AON
+13.7%
+140.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.3% |
| 7D | +2.3% | -3.2% | +5.5% | +2.5% |
| 30D | +1.4% | -11.9% | +13.2% | +2.0% |
| 3M | +12.2% | -2.9% | +15.1% | +12.1% |
| 6M | -2.1% | -6.8% | +4.7% | -1.8% |
| YTD | +2.9% | -10.1% | +13.0% | +3.6% |
| 1Y | +55.3% | -14.2% | +69.5% | +57.5% |
| 3Y | +198.7% | -3.3% | +201.9% | +196.1% |
| 5Y | +153.8% | +13.6% | +140.2% | +149.5% |
| All | +153.8% | +13.7% | +140.1% | +149.5% |
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