+43.2%
TER vs AON
+2.1%
+41.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.4% | -11.2% | -1.5% |
| 7D | -19.9% | +9.4% | -29.3% | -10.0% |
| 30D | -43.5% | +27.0% | -70.6% | -23.5% |
| 3M | -37.8% | -3.1% | -34.7% | -37.3% |
| 6M | -25.6% | +10.0% | -35.5% | -9.5% |
| YTD | +29.8% | -1.6% | +31.4% | +45.0% |
| 1Y | +43.2% | +0.9% | +42.3% | +65.9% |
| All | +43.2% | +2.1% | +41.1% | +65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling