-41.5%
DIS vs AON
+13.7%
-55.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | +0.6% |
| 7D | -1.1% | -3.2% | +2.1% | +0.1% |
| 30D | +0.1% | -11.9% | +12.0% | +4.8% |
| 3M | +7.1% | -2.9% | +9.9% | +7.8% |
| 6M | +4.3% | -6.8% | +11.1% | +6.3% |
| YTD | -6.9% | -10.1% | +3.1% | -4.0% |
| 1Y | -10.3% | -14.2% | +3.9% | -5.8% |
| 3Y | +32.8% | -3.3% | +36.1% | +30.5% |
| 5Y | -41.5% | +13.6% | -55.1% | -50.5% |
| All | -41.5% | +13.7% | -55.2% | -50.5% |
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