+20.0%
ON vs AON
+17.1%
+3.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.9% |
| 7D | +12.2% | +1.0% | +11.2% | +12.0% |
| 30D | -3.1% | +23.2% | -26.3% | -6.9% |
| 3M | -12.9% | -5.0% | -7.9% | -12.0% |
| 6M | -38.6% | +9.3% | -47.9% | -41.6% |
| YTD | +31.2% | -3.4% | +34.6% | +30.2% |
| 1Y | +47.6% | -2.9% | +50.5% | +45.9% |
| 3Y | +6.6% | +3.6% | +3.0% | -2.5% |
| All | +20.0% | +17.1% | +3.0% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling