+631.0%
MSCI vs AON
+200.0%
+430.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +2.6% |
| 7D | -1.1% | -7.9% | +6.8% | +3.7% |
| 30D | -1.2% | -14.6% | +13.5% | +7.8% |
| 3M | -8.4% | -7.9% | -0.5% | -4.6% |
| 6M | -1.0% | -8.0% | +7.0% | +2.8% |
| YTD | -2.3% | -13.2% | +11.0% | +4.4% |
| 1Y | -1.2% | -16.4% | +15.3% | +7.8% |
| 3Y | +7.9% | -6.7% | +14.6% | +6.7% |
| 5Y | -10.1% | +8.0% | -18.1% | -20.1% |
| 10Y | +631.0% | +205.6% | +425.4% | +232.9% |
| All | +631.0% | +200.0% | +430.9% | +232.9% |
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