+7.8%
ON vs AA
-15.4%
+23.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.6% |
| 7D | -11.7% | +0.9% | -12.6% | -11.9% |
| 30D | -23.3% | -6.7% | -16.6% | -21.2% |
| 3M | -19.2% | -16.3% | -2.8% | -14.1% |
| 6M | -40.1% | -37.1% | -3.0% | -29.8% |
| YTD | +16.9% | -25.0% | +41.9% | +25.1% |
| 1Y | +29.7% | +8.6% | +21.2% | +20.0% |
| 3Y | -4.4% | +57.2% | -61.6% | -27.6% |
| All | +7.8% | -15.4% | +23.2% | +1.5% |
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