+58.5%
ON vs AA
+17.0%
+41.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -8.0% | -5.7% |
| 7D | -2.2% | +1.7% | -3.8% | -2.8% |
| 30D | -12.4% | +3.3% | -15.8% | -13.8% |
| 3M | -41.2% | -29.4% | -11.8% | -34.2% |
| 6M | +25.0% | -12.8% | +37.8% | +28.1% |
| YTD | +31.3% | -2.1% | +33.4% | +27.6% |
| 1Y | +45.4% | +62.8% | -17.3% | +15.9% |
| 3Y | -27.4% | +90.5% | -117.9% | -48.6% |
| 5Y | +58.5% | +19.1% | +39.4% | +29.9% |
| All | +58.5% | +17.0% | +41.4% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling