-17.4%
GIS vs AON
+2.1%
-19.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.4% | +0.8% | +3.8% |
| 7D | +8.5% | +9.4% | -1.0% | +5.5% |
| 30D | +15.3% | +27.0% | -11.7% | +7.6% |
| 3M | +0.9% | -3.1% | +4.1% | +0.5% |
| 6M | +7.9% | +10.0% | -2.0% | +5.7% |
| YTD | -17.6% | -1.6% | -16.0% | -17.2% |
| 1Y | -17.4% | +0.9% | -18.3% | -18.1% |
| All | -17.4% | +2.1% | -19.5% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling