+336.0%
IR vs AON
+197.3%
+138.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.0% |
| 7D | +2.5% | +1.0% | +1.5% | +2.0% |
| 30D | +9.2% | +23.2% | -14.0% | -1.5% |
| 3M | +0.9% | -5.0% | +6.0% | +2.7% |
| 6M | +19.2% | +9.3% | +9.9% | +12.3% |
| YTD | +7.5% | -3.4% | +10.9% | +6.7% |
| 1Y | +11.7% | -2.9% | +14.6% | +10.6% |
| 3Y | +23.9% | +3.6% | +20.3% | +15.8% |
| 5Y | +46.4% | +16.9% | +29.5% | +25.9% |
| All | +336.0% | +197.3% | +138.6% | +117.3% |
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