+110.9%
MO vs AON
+204.8%
-93.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.7% |
| 7D | +0.1% | -6.3% | +6.5% | +1.8% |
| 30D | +7.1% | -14.1% | +21.2% | +11.1% |
| 3M | -2.0% | -9.5% | +7.5% | +0.4% |
| 6M | +7.3% | -4.0% | +11.3% | +8.0% |
| YTD | +23.5% | -13.8% | +37.3% | +27.3% |
| 1Y | +11.0% | -18.3% | +29.3% | +16.0% |
| 3Y | +95.0% | -7.2% | +102.2% | +95.1% |
| 5Y | +100.6% | +7.3% | +93.3% | +89.1% |
| All | +110.9% | +204.8% | -93.9% | +43.4% |
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