+114.1%
DT vs AON
+69.0%
+45.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.2% |
| 7D | -1.6% | -6.3% | +4.7% | +1.9% |
| 30D | +3.0% | -14.1% | +17.1% | +11.3% |
| 3M | +26.5% | -9.5% | +36.0% | +32.1% |
| 6M | +35.9% | -4.0% | +39.9% | +37.2% |
| YTD | +17.8% | -13.8% | +31.6% | +25.4% |
| 1Y | +4.1% | -18.3% | +22.3% | +14.0% |
| 3Y | +5.3% | -7.2% | +12.5% | +3.8% |
| 5Y | -27.2% | +7.3% | -34.5% | -35.8% |
| All | +114.1% | +69.0% | +45.1% | +22.9% |
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