+523.3%
ON vs AA
+42.1%
+481.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.9% | -2.9% |
| 7D | +12.2% | +0.5% | +11.7% | +12.1% |
| 30D | -3.1% | -0.6% | -2.5% | -2.7% |
| 3M | -12.9% | -19.7% | +6.8% | -5.1% |
| 6M | -38.6% | -41.6% | +3.0% | -24.8% |
| YTD | +31.2% | -24.6% | +55.9% | +41.1% |
| 1Y | +47.6% | +4.9% | +42.8% | +38.3% |
| 3Y | +6.6% | +66.8% | -60.2% | -22.7% |
| 5Y | +21.3% | -19.4% | +40.7% | +6.3% |
| All | +523.3% | +42.1% | +481.2% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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