+50.1%
JD vs AON
+329.7%
-279.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -4.0% | -3.2% | -0.8% | -3.1% |
| 30D | +2.7% | +21.7% | -19.0% | -3.7% |
| 3M | -13.0% | -5.1% | -7.9% | -11.9% |
| 6M | -12.7% | +5.9% | -18.6% | -15.0% |
| YTD | -0.8% | -4.8% | +4.0% | -0.7% |
| 1Y | -8.9% | -4.1% | -4.8% | -9.1% |
| 3Y | +17.0% | +2.0% | +15.0% | +11.6% |
| 5Y | -63.5% | +15.2% | -78.7% | -67.7% |
| 10Y | +30.5% | +229.5% | -199.0% | -37.5% |
| All | +50.1% | +329.7% | -279.6% | -46.1% |
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