+553.7%
MS vs AON
+228.3%
+325.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +0.8% | +1.9% | -1.1% | -0.1% |
| 30D | -0.7% | +23.3% | -24.0% | -10.9% |
| 3M | -12.4% | -5.5% | -6.8% | -10.6% |
| 6M | -1.7% | +8.0% | -9.8% | -7.9% |
| YTD | +8.0% | -4.0% | +12.0% | +6.9% |
| 1Y | +16.2% | -1.7% | +18.0% | +13.2% |
| 3Y | +171.3% | +2.9% | +168.4% | +149.2% |
| 5Y | +124.8% | +17.2% | +107.5% | +84.7% |
| 10Y | +553.7% | +225.8% | +327.9% | +169.9% |
| All | +553.7% | +228.3% | +325.3% | +169.9% |
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