+38.2%
IWM vs AON
+9.3%
+28.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.3% |
| 7D | -1.1% | -7.9% | +6.8% | +1.3% |
| 30D | -3.1% | -14.6% | +11.5% | +1.3% |
| 3M | +2.2% | -7.9% | +10.1% | +3.9% |
| 6M | +15.1% | -8.0% | +23.1% | +16.6% |
| YTD | +18.6% | -13.2% | +31.8% | +22.3% |
| 1Y | +24.0% | -16.4% | +40.4% | +29.6% |
| 3Y | +63.7% | -6.7% | +70.4% | +61.2% |
| 5Y | +38.2% | +8.0% | +30.2% | +18.4% |
| All | +38.2% | +9.3% | +28.9% | +18.4% |
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 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