+42.7%
ORCL vs AON
+17.1%
+25.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | +8.0% | +1.0% | +6.9% | +7.8% |
| 30D | -4.0% | +23.2% | -27.2% | -7.7% |
| 3M | -19.5% | -5.0% | -14.4% | -18.8% |
| 6M | -33.5% | +9.3% | -42.8% | -35.7% |
| YTD | -34.8% | -3.4% | -31.4% | -35.1% |
| 1Y | -41.6% | -2.9% | -38.7% | -42.1% |
| 3Y | +13.8% | +3.6% | +10.1% | +8.0% |
| All | +42.7% | +17.1% | +25.6% | +22.8% |
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