+11,062.6%
JPM vs AON
+4,830.5%
+6,232.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.9% | +2.1% |
| 7D | -0.4% | -7.9% | +7.5% | +3.6% |
| 30D | -1.4% | -14.6% | +13.2% | +6.0% |
| 3M | +13.9% | -7.9% | +21.8% | +17.3% |
| 6M | +23.5% | -8.0% | +31.5% | +26.6% |
| YTD | +11.6% | -13.2% | +24.9% | +17.2% |
| 1Y | +21.4% | -16.4% | +37.8% | +29.3% |
| 3Y | +163.4% | -6.7% | +170.1% | +160.4% |
| 5Y | +152.5% | +8.0% | +144.5% | +128.2% |
| 10Y | +592.1% | +205.6% | +386.5% | +265.5% |
| All | +11,062.6% | +4,830.5% | +6,232.1% | +1,700.8% |
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