+73.5%
MSFT vs AON
+9.0%
+64.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.2% |
| 7D | -3.5% | -5.9% | +2.4% | -1.4% |
| 30D | -2.1% | -13.7% | +11.6% | +3.0% |
| 3M | +24.2% | -8.3% | +32.4% | +27.0% |
| 6M | +21.9% | -3.6% | +25.5% | +22.0% |
| YTD | +2.5% | -12.4% | +14.8% | +6.0% |
| 1Y | -0.8% | -14.6% | +13.9% | +3.6% |
| 3Y | +50.8% | -5.7% | +56.5% | +46.5% |
| 5Y | +73.5% | +9.1% | +64.4% | +43.2% |
| All | +73.5% | +9.0% | +64.5% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling