+21,831.6%
LLY vs AON
+5,309.2%
+16,522.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +4.6% | -3.2% | +7.8% | +5.4% |
| 30D | +22.4% | +21.7% | +0.7% | +16.5% |
| 3M | +17.1% | -5.1% | +22.3% | +18.3% |
| 6M | +44.6% | +5.9% | +38.7% | +42.0% |
| YTD | +33.5% | -4.8% | +38.3% | +33.9% |
| 1Y | +41.1% | -4.1% | +45.2% | +41.3% |
| 3Y | +143.8% | +2.0% | +141.7% | +138.3% |
| 5Y | +473.4% | +15.2% | +458.2% | +440.0% |
| 10Y | +2,035.0% | +229.5% | +1,805.4% | +1,424.9% |
| All | +21,831.6% | +5,309.2% | +16,522.5% | +7,334.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling