+136.0%
GOOG vs AON
+6.4%
+129.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.9% |
| 7D | 0.0% | -6.3% | +6.4% | +1.6% |
| 30D | -2.0% | -14.1% | +12.1% | +1.6% |
| 3M | -5.9% | -9.5% | +3.6% | -4.1% |
| 6M | +8.9% | -4.0% | +12.9% | +8.6% |
| YTD | +7.1% | -13.8% | +20.9% | +10.1% |
| 1Y | +39.7% | -18.3% | +58.0% | +46.1% |
| 3Y | +145.8% | -7.2% | +153.0% | +138.1% |
| All | +136.0% | +6.4% | +129.7% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling