+6,438.2%
EW vs AON
+1,456.2%
+4,982.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -0.3% | -9.1% | +8.7% | +2.1% |
| 30D | +1.0% | -10.2% | +11.3% | +3.9% |
| 3M | +2.8% | +0.5% | +2.3% | +2.2% |
| 6M | +5.5% | -4.8% | +10.3% | +6.2% |
| YTD | +5.5% | -8.0% | +13.4% | +6.8% |
| 1Y | +11.0% | -13.1% | +24.1% | +14.1% |
| 3Y | +17.7% | -1.3% | +19.0% | +15.5% |
| 5Y | -25.7% | +14.9% | -40.7% | -30.2% |
| 10Y | +132.8% | +214.9% | -82.1% | +71.3% |
| All | +6,438.2% | +1,456.2% | +4,982.0% | +3,284.0% |
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 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