+8,487.5%
JNJ vs AON
+5,010.1%
+3,477.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.8% |
| 7D | -0.8% | -3.2% | +2.5% | -0.1% |
| 30D | +4.3% | -11.9% | +16.2% | +6.8% |
| 3M | +16.5% | -2.9% | +19.4% | +17.0% |
| 6M | +13.1% | -6.8% | +20.0% | +14.3% |
| YTD | +32.1% | -10.1% | +42.2% | +34.2% |
| 1Y | +54.5% | -14.2% | +68.7% | +58.2% |
| 3Y | +82.5% | -3.3% | +85.8% | +81.2% |
| 5Y | +80.0% | +13.6% | +66.4% | +71.6% |
| 10Y | +195.7% | +209.2% | -13.5% | +129.8% |
| All | +8,487.5% | +5,010.1% | +3,477.4% | +3,354.9% |
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