+65.4%
IEFA vs AON
-7.5%
+72.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.1% |
| 7D | -1.6% | -6.3% | +4.8% | -1.1% |
| 30D | -1.5% | -14.1% | +12.6% | -0.5% |
| 3M | +3.4% | -9.5% | +12.9% | +3.9% |
| 6M | +9.5% | -4.0% | +13.5% | +9.2% |
| YTD | +13.0% | -13.8% | +26.8% | +14.3% |
| 1Y | +18.0% | -18.3% | +36.3% | +20.5% |
| 3Y | +65.4% | -7.2% | +72.5% | +66.6% |
| All | +65.4% | -7.5% | +72.8% | +66.6% |
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