+124.5%
GLD vs AON
-3.6%
+128.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -1.9% |
| 7D | +0.7% | -3.2% | +4.0% | +0.5% |
| 30D | +0.3% | -11.9% | +12.2% | -0.7% |
| 3M | +0.6% | -2.9% | +3.5% | +0.4% |
| 6M | -15.6% | -6.8% | -8.8% | -15.7% |
| YTD | +0.9% | -10.1% | +10.9% | +0.9% |
| 1Y | +19.4% | -14.2% | +33.6% | +19.6% |
| 3Y | +124.5% | -3.3% | +127.7% | +123.6% |
| All | +124.5% | -3.6% | +128.1% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling