+131.2%
TLT vs AON
+1,795.5%
-1,664.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.1% |
| 7D | -0.4% | -9.1% | +8.7% | -1.3% |
| 30D | -0.6% | -10.2% | +9.7% | -1.5% |
| 3M | -2.7% | +0.5% | -3.2% | -2.6% |
| 6M | -5.6% | -4.8% | -0.8% | -5.9% |
| YTD | -2.8% | -8.0% | +5.2% | -3.3% |
| 1Y | -1.4% | -13.1% | +11.6% | -2.4% |
| 3Y | -1.6% | -1.3% | -0.3% | -1.0% |
| 5Y | -33.8% | +14.9% | -48.7% | -32.0% |
| 10Y | -21.1% | +214.9% | -236.1% | -7.3% |
| All | +131.2% | +1,795.5% | -1,664.3% | +227.0% |
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 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