-6.0%
LQD vs AON
+6.4%
-12.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.1% |
| 7D | -1.1% | -6.3% | +5.2% | -0.7% |
| 30D | -1.3% | -14.1% | +12.8% | -0.4% |
| 3M | -3.2% | -9.5% | +6.3% | -2.7% |
| 6M | -2.1% | -4.0% | +1.9% | -2.1% |
| YTD | -2.4% | -13.8% | +11.4% | -1.6% |
| 1Y | -2.7% | -18.3% | +15.6% | -1.5% |
| 3Y | +14.2% | -7.2% | +21.4% | +13.8% |
| All | -6.0% | +6.4% | -12.4% | -8.8% |
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 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