+1,402.2%
RF vs AON
+5,331.7%
-3,929.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +1.0% |
| 7D | -0.9% | +4.4% | -5.3% | -3.1% |
| 30D | +6.0% | +24.1% | -18.1% | -5.0% |
| 3M | -8.9% | -7.0% | -1.9% | -6.3% |
| 6M | +2.3% | +9.1% | -6.8% | -3.3% |
| YTD | +7.6% | -4.4% | +12.0% | +7.5% |
| 1Y | +21.2% | -0.8% | +22.0% | +18.7% |
| 3Y | +108.5% | +5.1% | +103.4% | +94.2% |
| 5Y | +43.2% | +20.4% | +22.8% | +23.0% |
| 10Y | +288.1% | +239.2% | +48.9% | +100.6% |
| All | +1,402.2% | +5,331.7% | -3,929.5% | +234.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling