+659.1%
B vs AON
+5,388.5%
-4,729.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.8% |
| 7D | -7.3% | +1.0% | -8.4% | -7.4% |
| 30D | -3.3% | +23.2% | -26.5% | -4.6% |
| 3M | -7.8% | -5.0% | -2.7% | -7.5% |
| 6M | -15.5% | +9.3% | -24.9% | -16.2% |
| YTD | -12.3% | -3.4% | -8.8% | -12.4% |
| 1Y | +5.4% | -2.9% | +8.2% | +5.2% |
| 3Y | +165.5% | +3.6% | +161.9% | +163.1% |
| 5Y | +107.0% | +16.9% | +90.2% | +102.9% |
| 10Y | +210.6% | +234.4% | -23.8% | +184.5% |
| All | +659.1% | +5,388.5% | -4,729.4% | +645.5% |
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 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