-6.1%
F vs AON
-2.6%
-3.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -3.1% | +1.0% | -4.1% | -3.2% |
| 30D | 0.0% | +23.2% | -23.1% | -0.7% |
| 3M | -13.2% | -5.0% | -8.2% | -14.9% |
| 6M | -10.2% | +9.3% | -19.5% | -10.6% |
| YTD | -4.9% | -3.4% | -1.5% | -4.5% |
| 1Y | -6.1% | -2.9% | -3.2% | -5.8% |
| All | -6.1% | -2.6% | -3.5% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling