+9,883.5%
TER vs AON
+5,388.5%
+4,495.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.9% |
| 7D | +14.4% | +1.0% | +13.3% | +13.9% |
| 30D | -30.6% | +23.2% | -53.8% | -36.6% |
| 3M | -39.2% | -5.0% | -34.2% | -39.1% |
| 6M | -31.3% | +9.3% | -40.6% | -36.7% |
| YTD | +29.1% | -3.4% | +32.5% | +23.0% |
| 1Y | +47.4% | -2.9% | +50.3% | +39.9% |
| 3Y | +191.2% | +3.6% | +187.6% | +161.0% |
| 5Y | +74.0% | +16.9% | +57.1% | +48.8% |
| 10Y | +1,005.1% | +234.4% | +770.7% | +497.0% |
| All | +9,883.5% | +5,388.5% | +4,495.1% | +1,447.7% |
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