+65.7%
T vs AON
+7.9%
+57.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -1.0% |
| 7D | -3.1% | -7.9% | +4.8% | -1.3% |
| 30D | +4.6% | -14.6% | +19.2% | +8.1% |
| 3M | +12.2% | -7.9% | +20.1% | +14.0% |
| 6M | -6.5% | -8.0% | +1.6% | -5.1% |
| YTD | +4.9% | -13.2% | +18.1% | +7.7% |
| 1Y | -10.5% | -16.4% | +5.9% | -7.3% |
| 3Y | +104.6% | -6.7% | +111.2% | +106.8% |
| All | +65.7% | +7.9% | +57.7% | +58.8% |
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 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