+52.5%
NDAQ vs AON
+9.3%
+43.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.7% | +0.6% |
| 7D | -1.6% | -7.9% | +6.3% | +1.9% |
| 30D | -1.5% | -14.6% | +13.2% | +5.0% |
| 3M | +8.0% | -7.9% | +15.9% | +11.3% |
| 6M | +7.7% | -8.0% | +15.7% | +10.8% |
| YTD | -2.3% | -13.2% | +10.9% | +2.6% |
| 1Y | +0.6% | -16.4% | +17.0% | +7.3% |
| 3Y | +90.9% | -6.7% | +97.6% | +91.6% |
| 5Y | +52.5% | +8.0% | +44.4% | +35.2% |
| All | +52.5% | +9.3% | +43.2% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling