+66.3%
MA vs AON
+9.3%
+57.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +1.1% |
| 7D | -3.5% | -7.9% | +4.4% | +0.4% |
| 30D | +0.8% | -14.6% | +15.4% | +8.4% |
| 3M | +14.8% | -7.9% | +22.7% | +18.6% |
| 6M | +10.0% | -8.0% | +18.0% | +13.5% |
| YTD | -0.1% | -13.2% | +13.1% | +5.8% |
| 1Y | -2.2% | -16.4% | +14.2% | +5.3% |
| 3Y | +39.3% | -6.7% | +45.9% | +40.7% |
| 5Y | +66.3% | +8.0% | +58.3% | +47.5% |
| All | +66.3% | +9.3% | +57.1% | +47.5% |
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