+1,851.9%
TER vs AON
+204.8%
+1,647.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.2% | +3.2% |
| 7D | +6.4% | -6.3% | +12.7% | +8.7% |
| 30D | -5.7% | -14.1% | +8.4% | -0.9% |
| 3M | -0.4% | -9.5% | +9.1% | +0.4% |
| 6M | +25.8% | -4.0% | +29.8% | +21.7% |
| YTD | +96.4% | -13.8% | +110.2% | +97.9% |
| 1Y | +229.2% | -18.3% | +247.5% | +239.6% |
| 3Y | +288.1% | -7.2% | +295.3% | +258.1% |
| 5Y | +219.9% | +7.3% | +212.6% | +166.5% |
| All | +1,851.9% | +204.8% | +1,647.2% | +735.0% |
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