+291.3%
IR vs AON
+183.2%
+108.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.9% |
| 7D | -2.8% | -9.1% | +6.3% | +1.5% |
| 30D | -15.1% | -10.2% | -4.9% | -10.9% |
| 3M | +6.1% | +0.5% | +5.6% | +4.8% |
| 6M | -16.8% | -4.8% | -12.0% | -16.0% |
| YTD | -3.5% | -8.0% | +4.5% | -1.5% |
| 1Y | -3.5% | -13.1% | +9.6% | +1.3% |
| 3Y | +9.5% | -1.3% | +10.8% | +5.3% |
| 5Y | +45.1% | +14.9% | +30.2% | +25.6% |
| All | +291.3% | +183.2% | +108.0% | +100.6% |
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 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