+361.5%
LLY vs AON
+13.7%
+347.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.6% |
| 7D | -3.1% | -3.2% | +0.1% | -2.2% |
| 30D | -5.1% | -11.9% | +6.8% | -1.9% |
| 3M | -2.1% | -2.9% | +0.8% | -1.4% |
| 6M | +13.8% | -6.8% | +20.7% | +15.6% |
| YTD | +5.1% | -10.1% | +15.2% | +7.6% |
| 1Y | +53.1% | -14.2% | +67.4% | +58.9% |
| 3Y | +95.6% | -3.3% | +98.9% | +95.0% |
| 5Y | +361.5% | +13.6% | +347.9% | +323.3% |
| All | +361.5% | +13.7% | +347.8% | +323.3% |
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