+43.7%
F vs AON
+9.3%
+34.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.4% | -2.8% |
| 7D | -4.9% | -7.9% | +3.0% | -2.4% |
| 30D | -2.9% | -14.6% | +11.8% | +1.9% |
| 3M | -9.1% | -7.9% | -1.2% | -7.4% |
| 6M | +12.9% | -8.0% | +20.9% | +14.6% |
| YTD | +6.1% | -13.2% | +19.3% | +9.8% |
| 1Y | +22.5% | -16.4% | +38.9% | +28.6% |
| 3Y | +32.1% | -6.7% | +38.7% | +30.0% |
| 5Y | +43.7% | +8.0% | +35.7% | +26.6% |
| All | +43.7% | +9.3% | +34.5% | +26.6% |
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 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