+58.3%
DIA vs AON
-6.9%
+65.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.2% |
| 7D | -1.2% | -7.9% | +6.7% | +0.1% |
| 30D | -2.7% | -14.6% | +12.0% | -0.2% |
| 3M | +3.3% | -7.9% | +11.2% | +4.3% |
| 6M | +10.4% | -8.0% | +18.4% | +11.4% |
| YTD | +10.0% | -13.2% | +23.2% | +12.3% |
| 1Y | +16.2% | -16.4% | +32.6% | +19.7% |
| All | +58.3% | -6.9% | +65.2% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling