+14,639.2%
MO vs AON
+4,830.5%
+9,808.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.3% |
| 7D | -2.4% | -7.9% | +5.5% | -0.7% |
| 30D | +3.6% | -14.6% | +18.2% | +6.9% |
| 3M | -3.7% | -7.9% | +4.2% | -2.2% |
| 6M | +4.5% | -8.0% | +12.5% | +6.0% |
| YTD | +21.5% | -13.2% | +34.7% | +24.4% |
| 1Y | +9.5% | -16.4% | +26.0% | +12.9% |
| 3Y | +93.6% | -6.7% | +100.2% | +93.5% |
| 5Y | +97.5% | +8.0% | +89.5% | +89.3% |
| 10Y | +111.2% | +205.6% | -94.5% | +60.9% |
| All | +14,639.2% | +4,830.5% | +9,808.8% | +5,542.8% |
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