+133,470.7%
MSFT vs AON
+5,128.2%
+128,342.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -2.7% | -9.1% | +6.4% | +0.2% |
| 30D | +2.7% | -10.2% | +12.9% | +6.2% |
| 3M | +17.0% | +0.5% | +16.5% | +16.2% |
| 6M | +23.8% | -4.8% | +28.7% | +25.0% |
| YTD | +4.0% | -8.0% | +12.0% | +5.6% |
| 1Y | -0.8% | -13.1% | +12.2% | +2.4% |
| 3Y | +55.6% | -1.3% | +56.9% | +51.8% |
| 5Y | +72.9% | +14.9% | +58.0% | +60.3% |
| 10Y | +875.8% | +214.9% | +660.9% | +555.9% |
| All | +133,470.7% | +5,128.2% | +128,342.5% | +35,000.6% |
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