+67.6%
EWZ vs AON
+13.7%
+53.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.2% | +2.3% |
| 7D | +5.6% | -3.2% | +8.8% | +6.0% |
| 30D | +9.3% | -11.9% | +21.1% | +11.0% |
| 3M | +15.7% | -2.9% | +18.6% | +15.5% |
| 6M | +7.4% | -6.8% | +14.3% | +7.9% |
| YTD | +22.7% | -10.1% | +32.8% | +23.9% |
| 1Y | +36.4% | -14.2% | +50.6% | +39.0% |
| 3Y | +50.4% | -3.3% | +53.7% | +47.5% |
| 5Y | +67.6% | +13.6% | +54.0% | +48.0% |
| All | +67.6% | +13.7% | +53.9% | +48.0% |
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