+629.3%
ON vs AON
+204.8%
+424.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.7% | +10.2% | +9.3% |
| 7D | +2.4% | -6.3% | +8.7% | +5.6% |
| 30D | -8.6% | -14.1% | +5.5% | -2.3% |
| 3M | -34.3% | -9.5% | -24.9% | -33.2% |
| 6M | +28.5% | -4.0% | +32.5% | +24.8% |
| YTD | +40.6% | -13.8% | +54.4% | +43.9% |
| 1Y | +55.3% | -18.3% | +73.6% | +63.2% |
| 3Y | -22.2% | -7.2% | -15.0% | -28.2% |
| 5Y | +62.4% | +7.3% | +55.0% | +31.7% |
| All | +629.3% | +204.8% | +424.6% | +187.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling