+218.2%
GLD vs AON
+200.0%
+18.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +0.9% |
| 7D | +0.1% | -7.9% | +8.1% | +0.2% |
| 30D | +0.2% | -14.6% | +14.8% | +0.2% |
| 3M | +3.2% | -7.9% | +11.1% | +3.2% |
| 6M | -14.6% | -8.0% | -6.6% | -14.7% |
| YTD | +1.8% | -13.2% | +15.0% | +1.9% |
| 1Y | +20.7% | -16.4% | +37.2% | +21.0% |
| 3Y | +126.5% | -6.7% | +133.2% | +125.6% |
| 5Y | +140.0% | +8.0% | +132.0% | +137.2% |
| 10Y | +218.2% | +205.6% | +12.6% | +212.1% |
| All | +218.2% | +200.0% | +18.2% | +212.1% |
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 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