+2,864.0%
GE vs AON
+5,010.1%
-2,146.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.2% |
| 7D | +1.2% | -3.2% | +4.4% | +2.4% |
| 30D | -9.5% | -11.9% | +2.4% | -5.4% |
| 3M | +4.1% | -2.9% | +7.0% | +4.4% |
| 6M | +3.9% | -6.8% | +10.8% | +5.2% |
| YTD | +9.0% | -10.1% | +19.1% | +11.4% |
| 1Y | +21.9% | -14.2% | +36.2% | +26.5% |
| 3Y | +281.8% | -3.3% | +285.1% | +274.0% |
| 5Y | +436.7% | +13.6% | +423.1% | +390.6% |
| 10Y | +151.5% | +209.2% | -57.6% | +58.3% |
| All | +2,864.0% | +5,010.1% | -2,146.1% | +624.8% |
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 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