+1,438.8%
GIS vs AON
+4,830.5%
-3,391.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.0% |
| 7D | -8.6% | -7.9% | -0.7% | -7.3% |
| 30D | -0.5% | -14.6% | +14.2% | +2.2% |
| 3M | +11.9% | -7.9% | +19.8% | +13.4% |
| 6M | -11.6% | -8.0% | -3.6% | -10.5% |
| YTD | -16.3% | -13.2% | -3.1% | -14.6% |
| 1Y | -21.8% | -16.4% | -5.3% | -19.7% |
| 3Y | -35.7% | -6.7% | -29.0% | -35.5% |
| 5Y | -22.9% | +8.0% | -30.9% | -25.0% |
| 10Y | -16.8% | +205.6% | -222.4% | -32.5% |
| All | +1,438.8% | +4,830.5% | -3,391.7% | +608.6% |
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