+209.9%
ON vs AA
-7.4%
+217.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.9% |
| 7D | +2.4% | -0.7% | +3.1% | +2.7% |
| 30D | -3.3% | +5.0% | -8.3% | -5.8% |
| 3M | -43.6% | -35.8% | -7.7% | -32.2% |
| 6M | +19.0% | -18.4% | +37.3% | +26.1% |
| YTD | +37.4% | -5.5% | +42.8% | +34.5% |
| 1Y | +54.8% | +61.0% | -6.2% | +17.8% |
| 3Y | -25.2% | +66.2% | -91.4% | -48.4% |
| 5Y | +62.7% | +11.4% | +51.3% | +18.6% |
| 10Y | +574.3% | +116.9% | +457.5% | +176.7% |
| All | +209.9% | -7.4% | +217.3% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling