+39.4%
GM vs AON
+2.1%
+37.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.2% | +4.0% |
| 7D | +12.1% | +9.4% | +2.6% | +10.8% |
| 30D | +15.2% | +27.0% | -11.8% | +12.2% |
| 3M | +4.9% | -3.1% | +8.0% | +3.9% |
| 6M | +22.6% | +10.0% | +12.6% | +21.0% |
| YTD | +14.4% | -1.6% | +16.0% | +15.6% |
| 1Y | +39.4% | +0.9% | +38.5% | +40.9% |
| All | +39.4% | +2.1% | +37.3% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling