+163.4%
JPM vs AON
-7.5%
+170.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +1.1% |
| 7D | -0.7% | -6.3% | +5.6% | +0.6% |
| 30D | -2.5% | -14.1% | +11.6% | +0.4% |
| 3M | +14.1% | -9.5% | +23.6% | +15.8% |
| 6M | +25.1% | -4.0% | +29.1% | +24.8% |
| YTD | +12.1% | -13.8% | +25.9% | +14.9% |
| 1Y | +18.8% | -18.3% | +37.1% | +23.5% |
| 3Y | +163.4% | -7.2% | +170.6% | +172.7% |
| All | +163.4% | -7.5% | +170.9% | +172.7% |
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 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