+466.3%
LLY vs AON
+17.5%
+448.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +1.6% | +1.9% | -0.2% | +1.1% |
| 30D | +21.5% | +23.3% | -1.8% | +14.5% |
| 3M | +16.4% | -5.5% | +22.0% | +17.9% |
| 6M | +51.5% | +8.0% | +43.4% | +47.7% |
| YTD | +33.9% | -4.0% | +37.9% | +34.5% |
| 1Y | +49.1% | -1.7% | +50.8% | +48.7% |
| 3Y | +144.6% | +2.9% | +141.7% | +139.3% |
| 5Y | +466.3% | +17.2% | +449.1% | +416.4% |
| All | +466.3% | +17.5% | +448.8% | +416.4% |
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