+143.5%
IWM vs AON
+233.0%
-89.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.9% |
| 7D | +1.4% | +1.0% | +0.4% | +1.0% |
| 30D | +2.3% | +23.2% | -20.9% | -6.2% |
| 3M | -8.3% | -5.0% | -3.3% | -7.0% |
| 6M | -1.3% | +9.3% | -10.7% | -6.4% |
| YTD | +13.5% | -3.4% | +16.9% | +12.6% |
| 1Y | +18.4% | -2.9% | +21.3% | +17.0% |
| 3Y | +69.6% | +3.6% | +66.0% | +59.1% |
| 5Y | +23.3% | +16.9% | +6.4% | +7.0% |
| All | +143.5% | +233.0% | -89.4% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling