+2,340.5%
EXC vs AON
+5,128.2%
-2,787.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +0.3% | -9.1% | +9.4% | +2.3% |
| 30D | -3.7% | -10.2% | +6.5% | -1.5% |
| 3M | -1.3% | +0.5% | -1.8% | -1.6% |
| 6M | -9.7% | -4.8% | -4.9% | -9.1% |
| YTD | +2.9% | -8.0% | +10.9% | +4.1% |
| 1Y | +4.4% | -13.1% | +17.5% | +6.9% |
| 3Y | +22.2% | -1.3% | +23.5% | +21.0% |
| 5Y | +46.7% | +14.9% | +31.8% | +39.7% |
| 10Y | +155.3% | +214.9% | -59.6% | +98.7% |
| All | +2,340.5% | +5,128.2% | -2,787.7% | +1,047.9% |
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 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