+33,471.1%
ORCL vs AON
+5,128.2%
+28,342.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.5% |
| 7D | +5.3% | -9.1% | +14.3% | +8.2% |
| 30D | +10.0% | -10.2% | +20.2% | +13.4% |
| 3M | -32.6% | +0.5% | -33.1% | -33.4% |
| 6M | +4.9% | -4.8% | +9.8% | +5.3% |
| YTD | -17.8% | -8.0% | -9.8% | -17.0% |
| 1Y | -28.0% | -13.1% | -14.9% | -26.5% |
| 3Y | +36.0% | -1.3% | +37.3% | +31.6% |
| 5Y | +88.7% | +14.9% | +73.8% | +72.6% |
| 10Y | +346.9% | +214.9% | +132.0% | +189.9% |
| All | +33,471.1% | +5,128.2% | +28,342.9% | +7,102.9% |
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