+627.7%
GEV vs AON
-6.5%
+634.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -2.6% |
| 7D | +3.2% | -7.9% | +11.1% | +1.9% |
| 30D | -4.0% | -14.6% | +10.6% | -6.2% |
| 3M | +3.4% | -7.9% | +11.3% | +2.4% |
| 6M | +14.7% | -8.0% | +22.7% | +13.9% |
| YTD | +45.8% | -13.2% | +59.0% | +45.8% |
| 1Y | +57.4% | -16.4% | +73.8% | +58.7% |
| All | +627.7% | -6.5% | +634.2% | +704.8% |
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