-29.4%
EW vs AON
+9.3%
-38.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.7% |
| 7D | -5.1% | -7.9% | +2.8% | -2.1% |
| 30D | -6.4% | -14.6% | +8.3% | -1.0% |
| 3M | -1.6% | -7.9% | +6.3% | +0.7% |
| 6M | +2.3% | -8.0% | +10.3% | +4.2% |
| YTD | +1.1% | -13.2% | +14.3% | +5.2% |
| 1Y | +8.0% | -16.4% | +24.4% | +14.2% |
| 3Y | +16.3% | -6.7% | +23.0% | +13.8% |
| 5Y | -29.4% | +8.0% | -37.4% | -39.6% |
| All | -29.4% | +9.3% | -38.7% | -39.6% |
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