+22.3%
DIS vs AON
+200.0%
-177.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.7% |
| 7D | -3.5% | -7.9% | +4.4% | 0.0% |
| 30D | +1.0% | -14.6% | +15.6% | +7.8% |
| 3M | +5.7% | -7.9% | +13.6% | +8.9% |
| 6M | +3.3% | -8.0% | +11.3% | +6.0% |
| YTD | -7.7% | -13.2% | +5.5% | -3.1% |
| 1Y | -10.0% | -16.4% | +6.5% | -4.0% |
| 3Y | +31.7% | -6.7% | +38.4% | +30.7% |
| 5Y | -42.2% | +8.0% | -50.2% | -47.6% |
| 10Y | +22.3% | +205.6% | -183.3% | -27.8% |
| All | +22.3% | +200.0% | -177.7% | -27.8% |
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