+425.7%
META vs AON
+228.2%
+197.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.0% |
| 7D | +5.7% | +0.7% | +5.0% | +5.4% |
| 30D | -10.8% | +23.1% | -33.9% | -18.0% |
| 3M | +8.4% | -6.0% | +14.5% | +10.4% |
| 6M | +5.4% | +7.9% | -2.5% | +0.7% |
| YTD | -2.6% | -4.1% | +1.5% | -2.8% |
| 1Y | +3.5% | -2.3% | +5.8% | +2.4% |
| 3Y | +102.0% | +3.4% | +98.6% | +89.8% |
| 5Y | +93.1% | +17.1% | +76.0% | +68.8% |
| 10Y | +425.7% | +230.6% | +195.1% | +192.9% |
| All | +425.7% | +228.2% | +197.5% | +192.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling