+11,573.1%
COST vs AON
+4,830.5%
+6,742.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.2% |
| 7D | -2.8% | -7.9% | +5.1% | -0.4% |
| 30D | -5.3% | -14.6% | +9.4% | -1.0% |
| 3M | -6.7% | -7.9% | +1.2% | -4.7% |
| 6M | -9.9% | -8.0% | -1.9% | -8.2% |
| YTD | +5.1% | -13.2% | +18.4% | +8.7% |
| 1Y | -7.3% | -16.4% | +9.1% | -3.2% |
| 3Y | +70.4% | -6.7% | +77.1% | +70.4% |
| 5Y | +104.4% | +8.0% | +96.4% | +95.1% |
| 10Y | +609.0% | +205.6% | +403.4% | +387.3% |
| All | +11,573.1% | +4,830.5% | +6,742.7% | +3,408.4% |
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 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