+196.7%
EXC vs AON
+233.0%
-36.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.8% |
| 7D | +1.4% | +1.0% | +0.3% | +1.0% |
| 30D | +8.6% | +23.2% | -14.6% | -0.1% |
| 3M | +2.4% | -5.0% | +7.4% | +3.9% |
| 6M | +6.5% | +9.3% | -2.9% | +1.8% |
| YTD | +9.0% | -3.4% | +12.5% | +8.9% |
| 1Y | +4.6% | -2.9% | +7.5% | +4.1% |
| 3Y | +33.5% | +3.6% | +29.8% | +27.2% |
| 5Y | +41.4% | +16.9% | +24.5% | +25.6% |
| All | +196.7% | +233.0% | -36.3% | +87.9% |
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