+14,263.1%
DE vs AON
+4,830.5%
+9,432.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.7% |
| 7D | -3.0% | -7.9% | +4.9% | -0.3% |
| 30D | +11.1% | -14.6% | +25.8% | +16.8% |
| 3M | +17.6% | -7.9% | +25.5% | +20.0% |
| 6M | +13.6% | -8.0% | +21.6% | +15.5% |
| YTD | +46.3% | -13.2% | +59.5% | +51.0% |
| 1Y | +44.2% | -16.4% | +60.6% | +50.4% |
| 3Y | +76.6% | -6.7% | +83.2% | +75.0% |
| 5Y | +98.2% | +8.0% | +90.2% | +84.6% |
| 10Y | +863.5% | +205.6% | +657.9% | +523.0% |
| All | +14,263.1% | +4,830.5% | +9,432.7% | +3,274.6% |
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