-9.7%
JD vs AON
+2.1%
-11.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.3% | +2.9% |
| 7D | +9.0% | +9.4% | -0.5% | +8.8% |
| 30D | +5.2% | +27.0% | -21.8% | +5.0% |
| 3M | -15.9% | -3.1% | -12.8% | -16.6% |
| 6M | -7.7% | +10.0% | -17.7% | -6.6% |
| YTD | +0.1% | -1.6% | +1.7% | +0.8% |
| 1Y | -9.7% | +0.9% | -10.6% | -9.4% |
| All | -9.7% | +2.1% | -11.8% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling