+4.3%
DT vs AON
-13.5%
+17.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -3.3% | -9.1% | +5.8% | -0.9% |
| 30D | +2.0% | -10.2% | +12.3% | +5.1% |
| 3M | +20.0% | +0.5% | +19.5% | +17.9% |
| 6M | +39.3% | -4.8% | +44.1% | +37.0% |
| YTD | +19.8% | -8.0% | +27.7% | +19.2% |
| 1Y | +4.3% | -13.1% | +17.3% | +6.1% |
| All | +4.3% | -13.5% | +17.8% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling