+915.1%
MSFT vs AON
+233.0%
+682.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.5% |
| 7D | -1.3% | +1.0% | -2.3% | -1.7% |
| 30D | -1.8% | +23.2% | -25.0% | -10.7% |
| 3M | +5.6% | -5.0% | +10.6% | +7.4% |
| 6M | +29.8% | +9.3% | +20.5% | +22.9% |
| YTD | +9.0% | -3.4% | +12.4% | +8.4% |
| 1Y | +4.9% | -2.9% | +7.8% | +4.0% |
| 3Y | +46.2% | +3.6% | +42.6% | +36.1% |
| 5Y | +62.1% | +16.9% | +45.2% | +39.3% |
| All | +915.1% | +233.0% | +682.1% | +368.4% |
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