-36.7%
ONON vs AIG
-1.2%
-35.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -2.1% | -1.2% | -0.9% | -1.7% |
| 30D | -11.6% | -1.1% | -10.5% | -11.3% |
| 3M | -30.1% | +0.7% | -30.8% | -30.3% |
| 6M | -30.5% | -2.2% | -28.3% | -29.9% |
| YTD | -41.0% | -10.8% | -30.2% | -38.6% |
| 1Y | -36.7% | -2.0% | -34.7% | -36.9% |
| All | -36.7% | -1.2% | -35.5% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling