-48.5%
TE vs AON
+58.8%
-107.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.3% | +12.3% | +10.3% |
| 7D | +18.2% | -3.2% | +21.4% | +18.7% |
| 30D | -13.5% | -11.9% | -1.6% | -12.1% |
| 3M | -44.6% | -2.9% | -41.7% | -45.1% |
| 6M | -24.7% | -6.8% | -17.9% | -25.0% |
| YTD | -24.3% | -10.1% | -14.2% | -24.1% |
| 1Y | +155.6% | -14.2% | +169.8% | +158.9% |
| 3Y | -18.3% | -3.3% | -15.0% | -20.3% |
| 5Y | -41.3% | +13.6% | -54.9% | -45.2% |
| All | -48.5% | +58.8% | -107.2% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling