+238.0%
GM vs AON
+758.7%
-520.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.3% |
| 7D | -2.4% | -6.3% | +3.9% | +1.1% |
| 30D | -1.1% | -14.1% | +13.0% | +7.0% |
| 3M | +6.1% | -9.5% | +15.6% | +10.8% |
| 6M | +15.0% | -4.0% | +19.0% | +15.1% |
| YTD | +6.0% | -13.8% | +19.8% | +12.2% |
| 1Y | +47.1% | -18.3% | +65.4% | +60.2% |
| 3Y | +170.5% | -7.2% | +177.7% | +164.4% |
| 5Y | +80.5% | +7.3% | +73.2% | +57.1% |
| 10Y | +238.7% | +203.6% | +35.1% | +41.9% |
| All | +238.0% | +758.7% | -520.6% | -32.4% |
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