-62.4%
JD vs AON
+17.1%
-79.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +1.3% |
| 7D | -4.1% | +1.0% | -5.2% | -4.3% |
| 30D | +4.6% | +23.2% | -18.6% | +1.3% |
| 3M | -4.7% | -5.0% | +0.3% | -4.2% |
| 6M | -17.4% | +9.3% | -26.7% | -18.7% |
| YTD | +0.7% | -3.4% | +4.1% | +0.9% |
| 1Y | -5.9% | -2.9% | -3.0% | -5.8% |
| 3Y | +18.9% | +3.6% | +15.2% | +16.3% |
| All | -62.4% | +17.1% | -79.4% | -69.0% |
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