+358.7%
EWZ vs AON
+1,403.0%
-1,044.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | -25.1% | +23.1% | -48.2% | -31.0% |
| 3M | -7.7% | -6.0% | -1.7% | -6.2% |
| 6M | -15.8% | +7.9% | -23.7% | -19.4% |
| YTD | +3.6% | -4.1% | +7.8% | +2.7% |
| 1Y | +5.5% | -2.3% | +7.8% | +3.8% |
| 3Y | +22.1% | +3.4% | +18.7% | +14.7% |
| 5Y | +58.3% | +17.1% | +41.3% | +39.0% |
| 10Y | +50.3% | +230.6% | -180.3% | -14.3% |
| All | +358.7% | +1,403.0% | -1,044.3% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling