+153.8%
MU vs AON
-3.8%
+157.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +4.4% |
| 7D | +9.0% | -9.1% | +18.1% | -4.3% |
| 30D | +13.8% | -10.2% | +24.1% | -2.4% |
| 3M | +2.1% | +0.5% | +1.6% | +11.9% |
| 6M | +153.8% | -4.8% | +158.6% | +162.7% |
| All | +153.8% | -3.8% | +157.6% | +162.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling