+58.3%
EWZ vs AON
+17.9%
+40.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +1.4% | +0.7% | +0.7% | +1.3% |
| 30D | -25.1% | +23.1% | -48.2% | -27.2% |
| 3M | -7.7% | -6.0% | -1.7% | -7.1% |
| 6M | -15.8% | +7.9% | -23.7% | -17.3% |
| YTD | +3.6% | -4.1% | +7.8% | +3.7% |
| 1Y | +5.5% | -2.3% | +7.8% | +5.1% |
| 3Y | +22.1% | +3.4% | +18.7% | +18.5% |
| 5Y | +58.3% | +17.1% | +41.3% | +53.6% |
| All | +58.3% | +17.9% | +40.4% | +53.6% |
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