-61.6%
JD vs AON
+9.3%
-70.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.1% | -2.0% |
| 7D | -3.0% | -7.9% | +4.9% | -1.8% |
| 30D | -19.3% | -14.6% | -4.7% | -17.6% |
| 3M | -6.0% | -7.9% | +1.9% | -5.0% |
| 6M | +1.8% | -8.0% | +9.8% | +2.7% |
| YTD | -2.6% | -13.2% | +10.7% | -0.8% |
| 1Y | -17.4% | -16.4% | -1.0% | -15.3% |
| 3Y | -8.6% | -6.7% | -1.9% | -9.1% |
| 5Y | -61.6% | +8.0% | -69.6% | -67.7% |
| All | -61.6% | +9.3% | -70.9% | -67.7% |
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 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