+1,560.7%
LLY vs AON
+209.9%
+1,350.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -3.2% | -5.9% | +2.7% | -1.4% |
| 30D | -7.4% | -13.7% | +6.2% | -3.5% |
| 3M | -1.0% | -8.3% | +7.2% | +1.3% |
| 6M | +12.5% | -3.6% | +16.1% | +13.0% |
| YTD | +5.0% | -12.4% | +17.4% | +8.3% |
| 1Y | +49.8% | -14.6% | +64.4% | +55.6% |
| 3Y | +95.5% | -5.7% | +101.2% | +95.0% |
| 5Y | +390.7% | +9.1% | +381.5% | +360.0% |
| All | +1,560.7% | +209.9% | +1,350.8% | +1,010.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling