+21,908.6%
LLY vs AON
+5,356.5%
+16,552.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.2% |
| 3M | +16.4% | -5.5% | +22.0% | +17.7% |
| 6M | +51.5% | +8.0% | +43.4% | +48.0% |
| YTD | +33.9% | -4.0% | +37.9% | +34.1% |
| 1Y | +49.1% | -1.7% | +50.8% | +48.4% |
| 3Y | +144.6% | +2.9% | +141.7% | +138.6% |
| 5Y | +466.3% | +17.2% | +449.1% | +431.1% |
| 10Y | +2,024.1% | +225.8% | +1,798.4% | +1,421.0% |
| All | +21,908.6% | +5,356.5% | +16,552.1% | +7,344.7% |
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 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