+41.5%
DLR vs AON
+9.0%
+32.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -1.3% | -5.9% | +4.6% | +0.3% |
| 30D | -2.9% | -13.7% | +10.8% | +0.7% |
| 3M | +3.2% | -8.3% | +11.5% | +4.8% |
| 6M | +3.9% | -3.6% | +7.5% | +3.4% |
| YTD | +21.4% | -12.4% | +33.8% | +24.5% |
| 1Y | +9.7% | -14.6% | +24.3% | +13.3% |
| 3Y | +56.5% | -5.7% | +62.3% | +52.9% |
| 5Y | +41.5% | +9.1% | +32.4% | +25.2% |
| All | +41.5% | +9.0% | +32.5% | +25.2% |
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