+9.6%
EMR vs AON
-15.5%
+25.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | -1.2% | -5.9% | +4.7% | -1.5% |
| 30D | -9.4% | -13.7% | +4.2% | -10.0% |
| 3M | +8.6% | -8.3% | +16.9% | +9.1% |
| 6M | +6.7% | -3.6% | +10.3% | +7.5% |
| YTD | +13.1% | -12.4% | +25.4% | +14.9% |
| All | +9.6% | -15.5% | +25.1% | +14.0% |
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