+134.5%
IBM vs AON
+209.9%
-75.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | -0.3% | -5.9% | +5.6% | +2.1% |
| 30D | -1.8% | -13.7% | +11.8% | +3.9% |
| 3M | -13.5% | -8.3% | -5.2% | -10.3% |
| 6M | -5.1% | -3.6% | -1.5% | -3.8% |
| YTD | -19.4% | -12.4% | -7.0% | -15.2% |
| 1Y | -6.5% | -14.6% | +8.1% | -0.9% |
| 3Y | +73.8% | -5.7% | +79.5% | +74.3% |
| 5Y | +116.3% | +9.1% | +107.2% | +97.9% |
| All | +134.5% | +209.9% | -75.3% | +28.3% |
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