+16.3%
JD vs AON
+206.8%
-190.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.1% | -1.5% |
| 7D | -3.0% | -7.9% | +4.9% | -0.8% |
| 30D | -19.3% | -14.6% | -4.7% | -15.9% |
| 3M | -6.0% | -7.9% | +1.9% | -4.2% |
| 6M | +1.8% | -8.0% | +9.8% | +3.3% |
| YTD | -2.6% | -13.2% | +10.7% | +0.3% |
| 1Y | -17.4% | -16.4% | -1.0% | -14.2% |
| 3Y | -8.6% | -6.7% | -1.9% | -10.0% |
| 5Y | -61.6% | +8.0% | -69.6% | -65.1% |
| All | +16.3% | +206.8% | -190.5% | -30.3% |
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