-35.5%
DOW vs AON
+9.0%
-44.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -2.4% | -5.9% | +3.5% | -1.1% |
| 30D | -4.1% | -13.7% | +9.6% | -1.2% |
| 3M | -12.4% | -8.3% | -4.1% | -11.2% |
| 6M | -10.6% | -3.6% | -7.0% | -10.7% |
| YTD | +31.1% | -12.4% | +43.4% | +33.9% |
| 1Y | +30.5% | -14.6% | +45.2% | +34.3% |
| 3Y | -34.4% | -5.7% | -28.7% | -34.7% |
| 5Y | -35.5% | +9.1% | -44.6% | -41.1% |
| All | -35.5% | +9.0% | -44.5% | -41.1% |
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