+45.7%
EXC vs AON
+9.3%
+36.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.5% |
| 7D | +0.3% | -7.9% | +8.2% | +2.8% |
| 30D | -0.9% | -14.6% | +13.8% | +3.7% |
| 3M | -2.7% | -7.9% | +5.2% | -0.7% |
| 6M | -9.4% | -8.0% | -1.4% | -7.7% |
| YTD | +3.0% | -13.2% | +16.3% | +6.6% |
| 1Y | +5.1% | -16.4% | +21.6% | +10.0% |
| 3Y | +20.6% | -6.7% | +27.3% | +20.5% |
| 5Y | +45.7% | +8.0% | +37.7% | +36.7% |
| All | +45.7% | +9.3% | +36.4% | +36.7% |
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 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