+19.3%
RF vs AON
-1.3%
+20.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.3% | +1.9% | -1.5% | 0.0% |
| 30D | +6.2% | +23.3% | -17.1% | +2.7% |
| 3M | -7.8% | -5.5% | -2.3% | -7.7% |
| 6M | +5.9% | +8.0% | -2.1% | +4.4% |
| YTD | +9.0% | -4.0% | +13.0% | +8.3% |
| 1Y | +19.3% | -1.7% | +21.0% | +18.2% |
| All | +19.3% | -1.3% | +20.6% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling