+770.9%
IWM vs AON
+1,304.3%
-533.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.3% | -2.4% | +2.0% | +0.6% |
| 30D | +1.9% | +22.8% | -20.9% | -6.2% |
| 3M | -5.7% | -5.3% | -0.4% | -4.3% |
| 6M | -0.3% | +8.4% | -8.7% | -4.8% |
| YTD | +15.8% | -3.9% | +19.7% | +14.9% |
| 1Y | +17.1% | -3.1% | +20.2% | +15.8% |
| 3Y | +73.1% | +3.0% | +70.1% | +64.1% |
| 5Y | +25.9% | +16.7% | +9.2% | +12.6% |
| 10Y | +151.9% | +232.6% | -80.7% | +45.6% |
| All | +770.9% | +1,304.3% | -533.4% | +205.7% |
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