+526.0%
GLW vs AON
+233.0%
+293.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.7% |
| 7D | +7.7% | +1.0% | +6.7% | +7.5% |
| 30D | -18.8% | +23.2% | -42.0% | -23.2% |
| 3M | -27.7% | -5.0% | -22.7% | -27.2% |
| 6M | -44.4% | +9.3% | -53.8% | -47.6% |
| YTD | +31.3% | -3.4% | +34.7% | +27.6% |
| 1Y | +40.0% | -2.9% | +42.9% | +35.6% |
| 3Y | +339.2% | +3.6% | +335.6% | +298.8% |
| 5Y | +229.2% | +16.9% | +212.3% | +174.6% |
| All | +526.0% | +233.0% | +293.0% | +167.8% |
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