-29.8%
DIS vs AON
+17.9%
-47.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +5.3% | +0.7% | +4.6% | +5.0% |
| 30D | +10.2% | +23.1% | -12.8% | +1.9% |
| 3M | +13.5% | -6.0% | +19.6% | +15.8% |
| 6M | +11.1% | +7.9% | +3.3% | +7.3% |
| YTD | +5.5% | -4.1% | +9.6% | +6.1% |
| 1Y | +9.1% | -2.3% | +11.4% | +8.8% |
| 3Y | +36.0% | +3.4% | +32.6% | +30.0% |
| 5Y | -29.8% | +17.1% | -46.9% | -40.9% |
| All | -29.8% | +17.9% | -47.8% | -40.9% |
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 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