-53.1%
TE vs AON
+52.2%
-105.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +0.9% |
| 7D | +0.2% | -6.3% | +6.5% | +1.0% |
| 30D | -5.9% | -14.1% | +8.2% | -4.1% |
| 3M | -45.6% | -9.5% | -36.1% | -45.4% |
| 6M | -43.4% | -4.0% | -39.4% | -44.2% |
| YTD | -31.0% | -13.8% | -17.2% | -30.5% |
| 1Y | +145.2% | -18.3% | +163.5% | +150.1% |
| 3Y | -24.1% | -7.2% | -16.9% | -25.6% |
| 5Y | -48.1% | +7.3% | -55.5% | -51.3% |
| All | -53.1% | +52.2% | -105.2% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling