+195.8%
ON vs AON
+1,457.3%
-1,261.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.4% |
| 7D | -1.9% | -7.9% | +6.0% | +1.6% |
| 30D | -11.0% | -14.6% | +3.6% | -5.4% |
| 3M | -39.3% | -7.9% | -31.4% | -38.7% |
| 6M | +19.8% | -8.0% | +27.8% | +20.0% |
| YTD | +31.1% | -13.2% | +44.3% | +33.7% |
| 1Y | +46.0% | -16.4% | +62.4% | +50.5% |
| 3Y | -27.5% | -6.7% | -20.9% | -30.8% |
| 5Y | +56.9% | +8.0% | +48.9% | +39.7% |
| 10Y | +591.8% | +205.6% | +386.2% | +293.0% |
| All | +195.8% | +1,457.3% | -1,261.6% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling