+336.7%
RF vs AON
+207.5%
+129.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | +0.1% |
| 7D | +2.7% | -3.2% | +5.9% | +4.5% |
| 30D | -3.4% | -11.9% | +8.5% | +3.3% |
| 3M | +6.4% | -2.9% | +9.2% | +6.9% |
| 6M | +13.4% | -6.8% | +20.2% | +16.1% |
| YTD | +14.2% | -10.1% | +24.3% | +18.6% |
| 1Y | +15.7% | -14.2% | +29.9% | +23.3% |
| 3Y | +91.3% | -3.3% | +94.6% | +84.3% |
| 5Y | +89.8% | +13.6% | +76.1% | +57.9% |
| 10Y | +336.7% | +209.2% | +127.5% | +90.5% |
| All | +336.7% | +207.5% | +129.2% | +90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling