-21.7%
ONON vs AIG
+54.8%
-76.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | -2.1% | -1.2% | -0.9% | -1.5% |
| 30D | -11.6% | -1.1% | -10.5% | -11.1% |
| 3M | -30.1% | +0.7% | -30.8% | -30.6% |
| 6M | -30.5% | -2.2% | -28.3% | -30.1% |
| YTD | -41.0% | -10.8% | -30.2% | -37.8% |
| 1Y | -36.7% | -2.0% | -34.7% | -37.0% |
| 3Y | -8.6% | +34.8% | -43.4% | -27.3% |
| All | -21.7% | +54.8% | -76.5% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling