+15,808.0%
MA vs AON
+1,076.8%
+14,731.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -1.8% | -2.4% | +0.6% | -0.4% |
| 30D | +11.0% | +22.8% | -11.8% | -2.2% |
| 3M | +17.9% | -5.3% | +23.2% | +20.8% |
| 6M | +33.2% | +8.4% | +24.8% | +25.1% |
| YTD | +16.5% | -3.9% | +20.4% | +17.2% |
| 1Y | +19.1% | -3.1% | +22.2% | +19.1% |
| 3Y | +70.6% | +3.0% | +67.6% | +60.2% |
| 5Y | +92.1% | +16.7% | +75.4% | +63.7% |
| 10Y | +569.6% | +232.6% | +336.9% | +175.4% |
| All | +15,808.0% | +1,076.8% | +14,731.1% | +2,962.3% |
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