+203.6%
TGT vs AON
+204.8%
-1.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.6% |
| 7D | -5.2% | -6.3% | +1.1% | -3.1% |
| 30D | +1.2% | -14.1% | +15.3% | +6.3% |
| 3M | +18.4% | -9.5% | +27.9% | +21.9% |
| 6M | +33.4% | -4.0% | +37.5% | +34.2% |
| YTD | +63.8% | -13.8% | +77.6% | +70.4% |
| 1Y | +77.2% | -18.3% | +95.4% | +87.6% |
| 3Y | +41.8% | -7.2% | +49.0% | +41.0% |
| 5Y | -25.5% | +7.3% | -32.9% | -30.4% |
| All | +203.6% | +204.8% | -1.2% | +109.9% |
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 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