+131.6%
C vs AON
+13.7%
+117.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.1% |
| 7D | +3.2% | -3.2% | +6.4% | +4.1% |
| 30D | +1.3% | -11.9% | +13.2% | +4.7% |
| 3M | +3.1% | -2.9% | +6.0% | +3.1% |
| 6M | +29.6% | -6.8% | +36.4% | +31.0% |
| YTD | +19.0% | -10.1% | +29.0% | +21.4% |
| 1Y | +45.6% | -14.2% | +59.9% | +50.9% |
| 3Y | +269.3% | -3.3% | +272.5% | +264.1% |
| 5Y | +131.6% | +13.6% | +118.0% | +102.4% |
| All | +131.6% | +13.7% | +117.9% | +102.4% |
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