+95.0%
RF vs AON
-0.5%
+95.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +1.3% | -9.1% | +10.4% | +3.6% |
| 30D | -3.6% | -10.2% | +6.6% | -1.1% |
| 3M | +8.1% | +0.5% | +7.6% | +7.4% |
| 6M | +11.5% | -4.8% | +16.3% | +12.3% |
| YTD | +15.6% | -8.0% | +23.6% | +17.4% |
| 1Y | +15.7% | -13.1% | +28.7% | +19.7% |
| All | +95.0% | -0.5% | +95.5% | +93.8% |
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 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