-12.1%
DOW vs AON
+91.6%
-103.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.4% |
| 7D | -1.4% | -6.3% | +4.9% | +1.3% |
| 30D | -3.9% | -14.1% | +10.2% | +2.0% |
| 3M | -12.7% | -9.5% | -3.2% | -9.8% |
| 6M | -13.7% | -4.0% | -9.7% | -13.7% |
| YTD | +28.4% | -13.8% | +42.2% | +34.1% |
| 1Y | +21.8% | -18.3% | +40.0% | +30.2% |
| 3Y | -35.7% | -7.2% | -28.5% | -37.0% |
| 5Y | -36.8% | +7.3% | -44.2% | -45.0% |
| All | -12.1% | +91.6% | -103.6% | -47.0% |
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