+50.7%
O vs AON
+204.8%
-154.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.5% |
| 7D | -2.9% | -6.3% | +3.5% | -0.4% |
| 30D | -4.5% | -14.1% | +9.6% | +1.0% |
| 3M | -2.6% | -9.5% | +6.8% | +0.7% |
| 6M | -5.6% | -4.0% | -1.6% | -5.1% |
| YTD | +9.3% | -13.8% | +23.1% | +14.3% |
| 1Y | +4.3% | -18.3% | +22.6% | +11.4% |
| 3Y | +27.4% | -7.2% | +34.6% | +26.3% |
| 5Y | +17.1% | +7.3% | +9.7% | +5.9% |
| All | +50.7% | +204.8% | -154.0% | -13.1% |
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