+44.9%
IR vs AON
+17.1%
+27.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | +2.5% | +1.0% | +1.5% | +2.1% |
| 30D | +9.2% | +23.2% | -14.0% | +0.8% |
| 3M | +0.9% | -5.0% | +6.0% | +2.6% |
| 6M | +19.2% | +9.3% | +9.9% | +13.9% |
| YTD | +7.5% | -3.4% | +10.9% | +7.5% |
| 1Y | +11.7% | -2.9% | +14.6% | +11.5% |
| 3Y | +23.9% | +3.6% | +20.3% | +18.1% |
| All | +44.9% | +17.1% | +27.8% | +28.9% |
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