+37.3%
IR vs AON
+9.3%
+28.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -0.7% |
| 7D | -1.9% | -7.9% | +6.0% | +1.2% |
| 30D | -15.0% | -14.6% | -0.4% | -9.9% |
| 3M | -0.4% | -7.9% | +7.5% | +2.1% |
| 6M | -15.0% | -8.0% | -7.0% | -13.2% |
| YTD | -7.1% | -13.2% | +6.2% | -3.0% |
| 1Y | -7.5% | -16.4% | +8.9% | -1.9% |
| 3Y | +6.3% | -6.7% | +13.0% | +5.6% |
| 5Y | +37.3% | +8.0% | +29.3% | +20.7% |
| All | +37.3% | +9.3% | +28.1% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling