+63.8%
DIA vs AON
+9.0%
+54.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -3.0% | -5.9% | +2.9% | -1.4% |
| 30D | -3.0% | -13.7% | +10.7% | +0.9% |
| 3M | +4.5% | -8.3% | +12.8% | +6.5% |
| 6M | +9.8% | -3.6% | +13.4% | +9.8% |
| YTD | +9.3% | -12.4% | +21.6% | +12.4% |
| 1Y | +16.0% | -14.6% | +30.6% | +20.2% |
| 3Y | +57.7% | -5.7% | +63.5% | +56.3% |
| 5Y | +63.8% | +9.1% | +54.6% | +46.7% |
| All | +63.8% | +9.0% | +54.8% | +46.7% |
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