+508.4%
F vs AON
+5,331.7%
-4,823.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.3% |
| 7D | +1.6% | +4.4% | -2.8% | -0.1% |
| 30D | +2.6% | +24.1% | -21.5% | -5.5% |
| 3M | -8.8% | -7.0% | -1.9% | -6.7% |
| 6M | +4.6% | +9.1% | -4.5% | 0.0% |
| YTD | -1.9% | -4.4% | +2.5% | -2.1% |
| 1Y | -0.8% | -0.8% | 0.0% | -2.4% |
| 3Y | +43.5% | +5.1% | +38.4% | +35.5% |
| 5Y | -12.1% | +20.4% | -32.5% | -21.4% |
| 10Y | +83.6% | +239.2% | -155.6% | +10.6% |
| All | +508.4% | +5,331.7% | -4,823.3% | +56.0% |
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