-24.5%
TE vs AON
-5.9%
-18.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -6.5% |
| 7D | +0.9% | -5.9% | +6.8% | -0.3% |
| 30D | -16.3% | -13.7% | -2.6% | -18.7% |
| 3M | -40.8% | -8.3% | -32.5% | -41.6% |
| 6M | -42.6% | -3.6% | -39.0% | -43.5% |
| YTD | -31.4% | -12.4% | -19.1% | -32.2% |
| 1Y | +144.9% | -14.6% | +159.6% | +142.3% |
| All | -24.5% | -5.9% | -18.6% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling