-2.3%
F vs AON
-1.3%
-1.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +1.0% | +1.9% | -0.9% | +0.8% |
| 30D | +2.1% | +23.3% | -21.2% | +1.4% |
| 3M | -10.3% | -5.5% | -4.7% | -11.9% |
| 6M | +3.3% | +8.0% | -4.8% | +2.7% |
| YTD | -2.0% | -4.0% | +2.0% | -1.4% |
| 1Y | -2.3% | -1.7% | -0.5% | -2.6% |
| All | -2.3% | -1.3% | -1.0% | -2.6% |
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