+47.6%
F vs AON
-0.5%
+48.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +5.3% | -9.1% | +14.4% | +6.4% |
| 30D | +4.6% | -10.2% | +14.8% | +5.8% |
| 3M | -3.7% | +0.5% | -4.2% | -4.1% |
| 6M | +16.8% | -4.8% | +21.7% | +17.5% |
| YTD | +15.3% | -8.0% | +23.3% | +16.6% |
| 1Y | +31.0% | -13.1% | +44.1% | +34.4% |
| All | +47.6% | -0.5% | +48.2% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling