+488.5%
NDAQ vs AON
+233.0%
+255.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.8% |
| 7D | +1.3% | +1.0% | +0.2% | +0.8% |
| 30D | +18.0% | +23.2% | -5.2% | +7.0% |
| 3M | +11.5% | -5.0% | +16.5% | +13.5% |
| 6M | +21.1% | +9.3% | +11.7% | +15.2% |
| YTD | +12.8% | -3.4% | +16.2% | +13.0% |
| 1Y | +25.7% | -2.9% | +28.6% | +25.5% |
| 3Y | +116.8% | +3.6% | +113.2% | +106.1% |
| 5Y | +67.3% | +16.9% | +50.4% | +47.5% |
| All | +488.5% | +233.0% | +255.5% | +192.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling