+365.6%
NDAQ vs AON
+209.9%
+155.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.4% | -2.8% |
| 7D | -6.8% | -5.9% | -0.9% | -4.2% |
| 30D | -3.2% | -13.7% | +10.5% | +3.2% |
| 3M | +6.5% | -8.3% | +14.8% | +10.2% |
| 6M | +5.7% | -3.6% | +9.4% | +6.7% |
| YTD | -4.6% | -12.4% | +7.7% | +0.1% |
| 1Y | -1.6% | -14.6% | +13.1% | +4.4% |
| 3Y | +86.4% | -5.7% | +92.2% | +85.6% |
| 5Y | +50.3% | +9.1% | +41.2% | +36.8% |
| All | +365.6% | +209.9% | +155.8% | +150.8% |
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