+23.4%
REGN vs AON
+6.4%
+17.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | -5.6% | -6.3% | +0.7% | -4.3% |
| 30D | -2.0% | -14.1% | +12.1% | +1.0% |
| 3M | +28.0% | -9.5% | +37.4% | +30.2% |
| 6M | +1.2% | -4.0% | +5.2% | +1.4% |
| YTD | +1.6% | -13.8% | +15.4% | +4.3% |
| 1Y | +38.2% | -18.3% | +56.5% | +43.8% |
| 3Y | -5.4% | -7.2% | +1.8% | -6.2% |
| All | +23.4% | +6.4% | +17.0% | +13.8% |
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