+92.6%
EWZ vs AON
+200.0%
-107.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.1% |
| 7D | -0.1% | -7.9% | +7.9% | +3.0% |
| 30D | +8.2% | -14.6% | +22.8% | +14.3% |
| 3M | +13.3% | -7.9% | +21.2% | +15.6% |
| 6M | +3.6% | -8.0% | +11.6% | +5.2% |
| YTD | +21.0% | -13.2% | +34.2% | +25.0% |
| 1Y | +34.7% | -16.4% | +51.1% | +41.1% |
| 3Y | +48.3% | -6.7% | +54.9% | +44.0% |
| 5Y | +60.1% | +8.0% | +52.0% | +39.8% |
| 10Y | +92.6% | +205.6% | -113.1% | -9.2% |
| All | +92.6% | +200.0% | -107.5% | -9.2% |
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