-23.3%
ONON vs AEIS
+224.9%
-248.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.2% | +1.8% |
| 7D | -5.3% | -0.2% | -5.1% | -5.4% |
| 30D | -13.1% | -16.4% | +3.3% | -7.1% |
| 3M | -29.3% | -11.1% | -18.2% | -30.6% |
| 6M | -34.5% | -12.0% | -22.5% | -36.9% |
| YTD | -42.2% | +30.9% | -73.1% | -56.4% |
| 1Y | -37.3% | +74.3% | -111.7% | -61.6% |
| 3Y | -9.3% | +165.2% | -174.4% | -61.6% |
| All | -23.3% | +224.9% | -248.2% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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