+632.4%
GEV vs AON
-7.1%
+639.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +3.4% |
| 7D | +1.6% | -6.3% | +7.9% | +0.7% |
| 30D | -7.9% | -14.1% | +6.2% | -9.9% |
| 3M | +5.6% | -9.5% | +15.1% | +4.4% |
| 6M | +13.1% | -4.0% | +17.1% | +11.9% |
| YTD | +46.7% | -13.8% | +60.5% | +46.6% |
| 1Y | +51.3% | -18.3% | +69.6% | +53.2% |
| All | +632.4% | -7.1% | +639.6% | +709.3% |
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