-10.4%
DOW vs AON
+99.8%
-110.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.4% |
| 7D | -2.9% | -3.2% | +0.3% | -1.6% |
| 30D | +2.0% | -11.9% | +13.8% | +7.1% |
| 3M | -12.5% | -2.9% | -9.7% | -12.4% |
| 6M | -9.2% | -6.8% | -2.4% | -7.8% |
| YTD | +30.8% | -10.1% | +40.8% | +34.2% |
| 1Y | +29.4% | -14.2% | +43.6% | +35.6% |
| 3Y | -34.6% | -3.3% | -31.3% | -36.9% |
| 5Y | -35.9% | +13.6% | -49.6% | -45.7% |
| All | -10.4% | +99.8% | -110.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling