-3.7%
NDAQ vs AON
-16.9%
+13.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | -5.9% | -6.3% | +0.4% | -3.9% |
| 30D | -4.7% | -14.1% | +9.4% | -0.2% |
| 3M | +5.5% | -9.5% | +15.0% | +8.4% |
| 6M | +7.4% | -4.0% | +11.4% | +8.4% |
| YTD | -5.5% | -13.8% | +8.3% | -2.0% |
| 1Y | -3.7% | -18.3% | +14.6% | +1.4% |
| All | -3.7% | -16.9% | +13.2% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling