+148.7%
EWY vs AON
+6.4%
+142.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +3.3% |
| 7D | -0.1% | -6.3% | +6.2% | +0.1% |
| 30D | +7.3% | -14.1% | +21.4% | +7.7% |
| 3M | -5.1% | -9.5% | +4.3% | -5.5% |
| 6M | +42.1% | -4.0% | +46.1% | +39.8% |
| YTD | +94.1% | -13.8% | +107.9% | +94.7% |
| 1Y | +147.8% | -18.3% | +166.1% | +151.6% |
| 3Y | +222.9% | -7.2% | +230.1% | +213.1% |
| All | +148.7% | +6.4% | +142.4% | +119.3% |
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 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