+387.6%
EFA vs AON
+1,022.2%
-634.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +0.1% |
| 7D | -0.5% | -7.9% | +7.4% | +2.4% |
| 30D | -1.3% | -14.6% | +13.3% | +3.9% |
| 3M | +5.2% | -7.9% | +13.1% | +7.4% |
| 6M | +9.4% | -8.0% | +17.4% | +11.1% |
| YTD | +12.7% | -13.2% | +26.0% | +16.4% |
| 1Y | +19.3% | -16.4% | +35.7% | +24.5% |
| 3Y | +66.3% | -6.7% | +73.0% | +64.2% |
| 5Y | +53.4% | +8.0% | +45.3% | +41.5% |
| 10Y | +144.4% | +205.6% | -61.2% | +49.3% |
| All | +387.6% | +1,022.2% | -634.6% | +85.2% |
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