+211.8%
GLD vs AON
+226.6%
-14.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.0% | -2.4% | +0.4% | -1.9% |
| 30D | -4.4% | +22.8% | -27.2% | -4.5% |
| 3M | -8.9% | -5.3% | -3.6% | -9.0% |
| 6M | -16.0% | +8.4% | -24.4% | -16.1% |
| YTD | -7.9% | -3.9% | -3.9% | -7.8% |
| 1Y | -3.9% | -3.1% | -0.8% | -3.8% |
| 3Y | +103.4% | +3.0% | +100.4% | +102.5% |
| 5Y | +109.7% | +16.7% | +93.0% | +107.3% |
| 10Y | +211.8% | +232.6% | -20.8% | +206.2% |
| All | +211.8% | +226.6% | -14.7% | +206.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling