+60.8%
EWZ vs AON
+228.3%
-167.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +1.3% | +1.9% | -0.5% | +0.6% |
| 30D | -26.2% | +23.3% | -49.5% | -31.7% |
| 3M | -8.6% | -5.5% | -3.1% | -7.3% |
| 6M | -17.0% | +8.0% | -25.1% | -20.6% |
| YTD | +2.2% | -4.0% | +6.1% | +1.4% |
| 1Y | +2.7% | -1.7% | +4.4% | +0.9% |
| 3Y | +18.2% | +2.9% | +15.3% | +10.6% |
| 5Y | +56.0% | +17.2% | +38.8% | +33.2% |
| 10Y | +60.8% | +225.8% | -165.0% | -22.3% |
| All | +60.8% | +228.3% | -167.5% | -22.3% |
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