+17.2%
O vs AON
+9.0%
+8.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | -3.5% | -5.9% | +2.4% | -2.0% |
| 30D | -3.3% | -13.7% | +10.3% | +0.3% |
| 3M | -2.8% | -8.3% | +5.4% | -0.9% |
| 6M | -5.8% | -3.6% | -2.1% | -5.4% |
| YTD | +9.4% | -12.4% | +21.7% | +12.5% |
| 1Y | +5.7% | -14.6% | +20.3% | +9.5% |
| 3Y | +27.2% | -5.7% | +33.0% | +26.4% |
| 5Y | +17.2% | +9.1% | +8.0% | +9.4% |
| All | +17.2% | +9.0% | +8.2% | +9.4% |
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 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