+108.5%
RF vs AON
+5.6%
+102.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.3% |
| 7D | -0.9% | +4.4% | -5.3% | -1.9% |
| 30D | +6.0% | +24.1% | -18.1% | +0.9% |
| 3M | -8.9% | -7.0% | -1.9% | -7.8% |
| 6M | +2.3% | +9.1% | -6.8% | -0.3% |
| YTD | +7.6% | -4.4% | +12.0% | +7.9% |
| 1Y | +21.2% | -0.8% | +22.0% | +20.2% |
| 3Y | +108.5% | +5.1% | +103.4% | +102.3% |
| All | +108.5% | +5.6% | +102.9% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling