+3,340.5%
GLW vs AON
+5,388.5%
-2,048.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.8% |
| 7D | +7.7% | +1.0% | +6.7% | +7.3% |
| 30D | -18.8% | +23.2% | -42.0% | -24.9% |
| 3M | -27.7% | -5.0% | -22.7% | -27.4% |
| 6M | -44.4% | +9.3% | -53.8% | -48.1% |
| YTD | +31.3% | -3.4% | +34.7% | +26.1% |
| 1Y | +40.0% | -2.9% | +42.9% | +34.1% |
| 3Y | +339.2% | +3.6% | +335.6% | +300.5% |
| 5Y | +229.2% | +16.9% | +212.3% | +184.1% |
| 10Y | +528.4% | +234.4% | +294.0% | +256.3% |
| All | +3,340.5% | +5,388.5% | -2,048.0% | +616.5% |
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