+280.4%
EMR vs AON
+233.0%
+47.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.6% |
| 7D | +2.8% | +1.0% | +1.8% | +2.4% |
| 30D | +3.7% | +23.2% | -19.5% | -5.8% |
| 3M | +2.0% | -5.0% | +7.0% | +3.7% |
| 6M | +22.1% | +9.3% | +12.8% | +15.0% |
| YTD | +27.2% | -3.4% | +30.6% | +26.0% |
| 1Y | +32.0% | -2.9% | +34.9% | +30.2% |
| 3Y | +103.3% | +3.6% | +99.6% | +88.7% |
| 5Y | +88.2% | +16.9% | +71.3% | +59.1% |
| All | +280.4% | +233.0% | +47.4% | +70.3% |
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