+3,634.3%
REGN vs AON
+5,138.1%
-1,503.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.9% |
| 7D | -5.6% | -6.3% | +0.7% | -3.5% |
| 30D | -2.0% | -14.1% | +12.1% | +2.9% |
| 3M | +28.0% | -9.5% | +37.4% | +31.7% |
| 6M | +1.2% | -4.0% | +5.2% | +1.6% |
| YTD | +1.6% | -13.8% | +15.4% | +5.4% |
| 1Y | +38.2% | -18.3% | +56.5% | +45.8% |
| 3Y | -5.4% | -7.2% | +1.8% | -6.0% |
| 5Y | +21.3% | +7.3% | +13.9% | +12.8% |
| 10Y | +105.2% | +203.6% | -98.4% | +25.4% |
| All | +3,634.3% | +5,138.1% | -1,503.9% | +664.3% |
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