+813.9%
MSCI vs AON
+226.4%
+587.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +2.7% | +1.9% | +0.8% | +1.6% |
| 30D | +16.2% | +23.3% | -7.1% | +2.9% |
| 3M | +17.1% | -5.5% | +22.6% | +20.1% |
| 6M | +13.0% | +8.0% | +5.0% | +6.8% |
| YTD | +15.8% | -4.0% | +19.7% | +16.3% |
| 1Y | +15.5% | -1.7% | +17.2% | +14.3% |
| 3Y | +32.3% | +2.9% | +29.4% | +23.4% |
| 5Y | +8.2% | +17.2% | -9.0% | -8.4% |
| All | +813.9% | +226.4% | +587.5% | +280.9% |
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