+87.3%
MA vs AON
+16.5%
+70.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.8% | -2.4% | +0.6% | -0.7% |
| 30D | +11.0% | +22.8% | -11.8% | +0.6% |
| 3M | +17.9% | -5.3% | +23.2% | +20.5% |
| 6M | +33.2% | +8.4% | +24.8% | +26.9% |
| YTD | +16.5% | -3.9% | +20.4% | +17.3% |
| 1Y | +19.1% | -3.1% | +22.2% | +19.4% |
| 3Y | +70.6% | +3.0% | +67.6% | +64.4% |
| All | +87.3% | +16.5% | +70.8% | +63.5% |
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