+2,739.7%
MSCI vs AON
+771.3%
+1,968.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | +1.5% | +0.7% | +0.7% | +1.0% |
| 30D | +14.4% | +23.1% | -8.7% | +0.6% |
| 3M | +15.2% | -6.0% | +21.2% | +18.7% |
| 6M | +11.2% | +7.9% | +3.4% | +4.9% |
| YTD | +13.9% | -4.1% | +18.1% | +14.4% |
| 1Y | +12.5% | -2.3% | +14.8% | +11.6% |
| 3Y | +32.3% | +3.4% | +28.8% | +22.5% |
| 5Y | +4.9% | +17.1% | -12.2% | -11.0% |
| 10Y | +779.7% | +230.6% | +549.1% | +261.0% |
| All | +2,739.7% | +771.3% | +1,968.4% | +461.5% |
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