+77.8%
JNJ vs AON
-7.5%
+85.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -3.5% | -6.3% | +2.8% | -2.4% |
| 30D | +2.3% | -14.1% | +16.4% | +5.0% |
| 3M | +12.0% | -9.5% | +21.5% | +13.8% |
| 6M | +10.5% | -4.0% | +14.5% | +11.1% |
| YTD | +30.4% | -13.8% | +44.2% | +33.5% |
| 1Y | +52.1% | -18.3% | +70.4% | +57.4% |
| 3Y | +77.8% | -7.2% | +85.0% | +79.5% |
| All | +77.8% | -7.5% | +85.3% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling