+42.1%
RF vs AON
+19.9%
+22.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.6% |
| 7D | -0.9% | +4.4% | -5.3% | -2.5% |
| 30D | +6.0% | +24.1% | -18.1% | -2.1% |
| 3M | -8.9% | -7.0% | -1.9% | -6.9% |
| 6M | +2.3% | +9.1% | -6.8% | -1.9% |
| YTD | +7.6% | -4.4% | +12.0% | +7.9% |
| 1Y | +21.2% | -0.8% | +22.0% | +19.5% |
| 3Y | +108.5% | +5.1% | +103.4% | +98.3% |
| All | +42.1% | +19.9% | +22.2% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling