+457.2%
GS vs AON
+228.3%
+228.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +1.6% | +1.9% | -0.3% | +0.8% |
| 30D | +1.7% | +23.3% | -21.6% | -7.4% |
| 3M | -11.6% | -5.5% | -6.0% | -10.0% |
| 6M | -1.9% | +8.0% | -10.0% | -7.4% |
| YTD | +5.1% | -4.0% | +9.0% | +3.9% |
| 1Y | +16.4% | -1.7% | +18.2% | +13.6% |
| 3Y | +199.0% | +2.9% | +196.0% | +177.8% |
| 5Y | +157.4% | +17.2% | +140.2% | +116.8% |
| 10Y | +457.2% | +225.8% | +231.4% | +161.8% |
| All | +457.2% | +228.3% | +228.9% | +161.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling