+139,934.1%
MSFT vs AON
+5,388.5%
+134,545.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | -1.3% | +1.0% | -2.3% | -1.6% |
| 30D | -1.8% | +23.2% | -25.0% | -8.4% |
| 3M | +5.6% | -5.0% | +10.6% | +6.8% |
| 6M | +29.8% | +9.3% | +20.5% | +25.0% |
| YTD | +9.0% | -3.4% | +12.4% | +8.7% |
| 1Y | +4.9% | -2.9% | +7.8% | +4.4% |
| 3Y | +46.2% | +3.6% | +42.6% | +40.1% |
| 5Y | +62.1% | +16.9% | +45.2% | +49.1% |
| 10Y | +899.6% | +234.4% | +665.2% | +557.4% |
| All | +139,934.1% | +5,388.5% | +134,545.6% | +36,004.9% |
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