-71.2%
GRAB vs AON
+6.4%
-77.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.8% |
| 7D | -10.8% | -6.3% | -4.5% | -9.2% |
| 30D | -15.5% | -14.1% | -1.4% | -12.2% |
| 3M | -9.0% | -9.5% | +0.5% | -6.8% |
| 6M | -21.6% | -4.0% | -17.6% | -21.1% |
| YTD | -38.9% | -13.8% | -25.1% | -36.9% |
| 1Y | -44.8% | -18.3% | -26.6% | -42.2% |
| 3Y | -18.4% | -7.2% | -11.3% | -18.4% |
| All | -71.2% | +6.4% | -77.6% | -73.4% |
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 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