+108.3%
META vs AON
-0.5%
+108.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +6.7% | -9.1% | +15.8% | +7.9% |
| 30D | +4.8% | -10.2% | +15.0% | +6.1% |
| 3M | -1.6% | +0.5% | -2.1% | -1.7% |
| 6M | -7.5% | -4.8% | -2.6% | -7.1% |
| YTD | -6.4% | -8.0% | +1.6% | -5.7% |
| 1Y | -17.3% | -13.1% | -4.3% | -16.0% |
| All | +108.3% | -0.5% | +108.9% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling