+77.4%
IBM vs AON
-6.9%
+84.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.5% | +6.9% | +4.6% |
| 7D | +3.6% | -7.9% | +11.5% | +6.5% |
| 30D | +1.5% | -14.6% | +16.2% | +7.1% |
| 3M | -12.9% | -7.9% | -5.0% | -10.0% |
| 6M | -3.9% | -8.0% | +4.1% | -0.9% |
| YTD | -17.3% | -13.2% | -4.1% | -13.6% |
| 1Y | -5.0% | -16.4% | +11.4% | +0.3% |
| All | +77.4% | -6.9% | +84.2% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling