+57.8%
T vs AON
+17.1%
+40.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +2.5% | +1.0% | +1.5% | +2.3% |
| 30D | -3.8% | +23.2% | -27.0% | -8.4% |
| 3M | -8.7% | -5.0% | -3.7% | -8.1% |
| 6M | -8.1% | +9.3% | -17.5% | -10.3% |
| YTD | -6.4% | -3.4% | -3.0% | -6.4% |
| 1Y | -9.8% | -2.9% | -6.9% | -9.8% |
| 3Y | +65.5% | +3.6% | +61.8% | +63.2% |
| All | +57.8% | +17.1% | +40.8% | +46.6% |
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