+2,562.9%
IBM vs AON
+5,388.5%
-2,825.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +1.6% | +1.0% | +0.5% | +1.3% |
| 30D | +9.2% | +23.2% | -14.0% | +3.2% |
| 3M | +4.9% | -5.0% | +9.9% | +5.9% |
| 6M | +16.8% | +9.3% | +7.4% | +13.9% |
| YTD | -14.3% | -3.4% | -10.9% | -13.8% |
| 1Y | -16.7% | -2.9% | -13.8% | -16.4% |
| 3Y | +82.2% | +3.6% | +78.6% | +78.3% |
| 5Y | +149.9% | +16.9% | +133.1% | +134.9% |
| 10Y | +142.6% | +234.4% | -91.8% | +75.1% |
| All | +2,562.9% | +5,388.5% | -2,825.6% | +923.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling