+154.6%
JPM vs AON
+9.0%
+145.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -2.3% | -5.9% | +3.5% | -0.5% |
| 30D | -2.3% | -13.7% | +11.3% | +2.1% |
| 3M | +14.9% | -8.3% | +23.2% | +17.2% |
| 6M | +23.6% | -3.6% | +27.3% | +23.5% |
| YTD | +11.3% | -12.4% | +23.6% | +14.8% |
| 1Y | +19.9% | -14.6% | +34.5% | +24.7% |
| 3Y | +162.6% | -5.7% | +168.3% | +160.6% |
| 5Y | +154.6% | +9.1% | +145.5% | +126.7% |
| All | +154.6% | +9.0% | +145.6% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling