-49.7%
TE vs AON
+8.1%
-57.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -6.9% |
| 7D | +0.9% | -5.9% | +6.8% | +2.1% |
| 30D | -16.3% | -13.7% | -2.6% | -13.7% |
| 3M | -40.8% | -8.3% | -32.5% | -40.7% |
| 6M | -42.6% | -3.6% | -39.0% | -44.1% |
| YTD | -31.4% | -12.4% | -19.1% | -31.0% |
| 1Y | +144.9% | -14.6% | +159.6% | +149.4% |
| 3Y | -26.0% | -5.7% | -20.3% | -30.0% |
| All | -49.7% | +8.1% | -57.8% | -61.5% |
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 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