+2,080.1%
LLY vs AON
+233.0%
+1,847.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.8% |
| 7D | +6.7% | +1.0% | +5.7% | +6.4% |
| 30D | +19.6% | +23.2% | -3.6% | +12.3% |
| 3M | +19.7% | -5.0% | +24.7% | +21.1% |
| 6M | +42.7% | +9.3% | +33.4% | +38.3% |
| YTD | +35.1% | -3.4% | +38.5% | +35.2% |
| 1Y | +42.2% | -2.9% | +45.1% | +42.0% |
| 3Y | +140.8% | +3.6% | +137.1% | +133.2% |
| 5Y | +480.6% | +16.9% | +463.7% | +433.3% |
| All | +2,080.1% | +233.0% | +1,847.1% | +1,260.7% |
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 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