-36.6%
DT vs AON
+17.1%
-53.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.9% |
| 7D | +3.1% | +1.0% | +2.1% | +2.6% |
| 30D | -29.5% | +23.2% | -52.7% | -36.2% |
| 3M | -11.7% | -5.0% | -6.7% | -10.2% |
| 6M | +29.0% | +9.3% | +19.7% | +21.6% |
| YTD | +3.4% | -3.4% | +6.8% | +3.1% |
| 1Y | -4.2% | -2.9% | -1.4% | -4.9% |
| 3Y | -12.8% | +3.6% | -16.5% | -18.5% |
| All | -36.6% | +17.1% | -53.7% | -48.7% |
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