-35.1%
TLT vs AON
+9.0%
-44.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.2% |
| 7D | -1.6% | -5.9% | +4.3% | -1.4% |
| 30D | -1.3% | -13.7% | +12.3% | -0.9% |
| 3M | -3.7% | -8.3% | +4.6% | -3.5% |
| 6M | -6.4% | -3.6% | -2.7% | -6.3% |
| YTD | -4.5% | -12.4% | +7.9% | -4.2% |
| 1Y | -5.9% | -14.6% | +8.8% | -5.5% |
| 3Y | -2.8% | -5.7% | +2.9% | -3.0% |
| 5Y | -35.1% | +9.1% | -44.2% | -35.2% |
| All | -35.1% | +9.0% | -44.1% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling