+49.5%
EWZ vs AON
-0.5%
+50.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | +6.5% | -9.1% | +15.6% | +6.6% |
| 30D | +4.8% | -10.2% | +15.1% | +4.9% |
| 3M | +9.9% | +0.5% | +9.4% | +9.5% |
| 6M | +1.9% | -4.8% | +6.8% | +1.9% |
| YTD | +20.3% | -8.0% | +28.3% | +20.7% |
| 1Y | +35.6% | -13.1% | +48.7% | +37.0% |
| All | +49.5% | -0.5% | +50.1% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling