+2,417.1%
MSCI vs AON
+736.3%
+1,680.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.5% |
| 7D | +0.4% | -9.1% | +9.5% | +5.9% |
| 30D | +0.6% | -10.2% | +10.8% | +6.9% |
| 3M | -7.1% | +0.5% | -7.6% | -8.1% |
| 6M | +0.8% | -4.8% | +5.7% | +2.8% |
| YTD | +1.0% | -8.0% | +9.0% | +4.4% |
| 1Y | +4.3% | -13.1% | +17.4% | +11.5% |
| 3Y | +9.9% | -1.3% | +11.2% | +5.1% |
| 5Y | -6.8% | +14.9% | -21.7% | -19.9% |
| 10Y | +614.7% | +214.9% | +399.8% | +202.9% |
| All | +2,417.1% | +736.3% | +1,680.9% | +412.2% |
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