+144.6%
LLY vs AON
+3.1%
+141.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +1.6% | +1.9% | -0.2% | +1.2% |
| 30D | +21.5% | +23.3% | -1.8% | +16.4% |
| 3M | +16.4% | -5.5% | +22.0% | +17.4% |
| 6M | +51.5% | +8.0% | +43.4% | +49.1% |
| YTD | +33.9% | -4.0% | +37.9% | +34.8% |
| 1Y | +49.1% | -1.7% | +50.8% | +49.2% |
| 3Y | +144.6% | +2.9% | +141.7% | +153.0% |
| All | +144.6% | +3.1% | +141.5% | +153.0% |
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