+54.3%
JD vs AON
+315.4%
-261.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | -1.7% | -9.1% | +7.4% | +1.2% |
| 30D | -13.2% | -10.2% | -2.9% | -10.3% |
| 3M | -3.2% | +0.5% | -3.7% | -3.8% |
| 6M | +15.2% | -4.8% | +20.1% | +15.9% |
| YTD | +2.0% | -8.0% | +10.0% | +3.4% |
| 1Y | -5.4% | -13.1% | +7.7% | -2.3% |
| 3Y | -9.1% | -1.3% | -7.8% | -12.3% |
| 5Y | -59.6% | +14.9% | -74.5% | -64.5% |
| 10Y | +26.2% | +214.9% | -188.7% | -38.4% |
| All | +54.3% | +315.4% | -261.0% | -43.8% |
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