+851.5%
DE vs AON
+204.8%
+646.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.3% |
| 7D | -2.6% | -6.3% | +3.7% | -0.2% |
| 30D | +9.0% | -14.1% | +23.1% | +15.0% |
| 3M | +19.1% | -9.5% | +28.6% | +22.7% |
| 6M | +14.4% | -4.0% | +18.4% | +14.4% |
| YTD | +45.9% | -13.8% | +59.7% | +51.8% |
| 1Y | +43.6% | -18.3% | +61.9% | +52.5% |
| 3Y | +75.9% | -7.2% | +83.1% | +73.3% |
| 5Y | +98.8% | +7.3% | +91.4% | +78.1% |
| All | +851.5% | +204.8% | +646.7% | +405.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling