+48.9%
MSFT vs AON
-6.9%
+55.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | 0.0% |
| 7D | -1.0% | -7.9% | +6.9% | +0.1% |
| 30D | -2.7% | -14.6% | +12.0% | -0.5% |
| 3M | +22.1% | -7.9% | +30.0% | +22.8% |
| 6M | +20.6% | -8.0% | +28.6% | +21.1% |
| YTD | +2.3% | -13.2% | +15.5% | +3.4% |
| 1Y | -0.5% | -16.4% | +15.9% | +1.2% |
| All | +48.9% | -6.9% | +55.8% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling