+95.0%
MO vs AON
-7.5%
+102.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.6% |
| 7D | +0.1% | -6.3% | +6.5% | +1.2% |
| 30D | +7.1% | -14.1% | +21.2% | +9.8% |
| 3M | -2.0% | -9.5% | +7.5% | -0.1% |
| 6M | +7.3% | -4.0% | +11.3% | +8.4% |
| YTD | +23.5% | -13.8% | +37.3% | +26.9% |
| 1Y | +11.0% | -18.3% | +29.3% | +15.3% |
| 3Y | +95.0% | -7.2% | +102.2% | +100.7% |
| All | +95.0% | -7.5% | +102.5% | +100.7% |
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