-25.7%
GIS vs AON
+6.4%
-32.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.1% |
| 7D | -6.4% | -6.3% | -0.1% | -5.0% |
| 30D | -6.1% | -14.1% | +8.0% | -2.9% |
| 3M | +7.8% | -9.5% | +17.3% | +10.3% |
| 6M | -8.8% | -4.0% | -4.8% | -8.0% |
| YTD | -19.1% | -13.8% | -5.3% | -16.6% |
| 1Y | -24.8% | -18.3% | -6.5% | -21.5% |
| 3Y | -37.6% | -7.2% | -30.4% | -37.1% |
| All | -25.7% | +6.4% | -32.0% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling