+126.1%
TLT vs AON
+1,861.1%
-1,735.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.6% |
| 7D | -2.7% | -3.2% | +0.5% | -3.0% |
| 30D | +2.2% | +21.7% | -19.5% | +4.0% |
| 3M | -1.7% | -5.1% | +3.4% | -2.1% |
| 6M | -4.0% | +5.9% | -9.9% | -3.3% |
| YTD | -4.9% | -4.8% | -0.1% | -5.1% |
| 1Y | -7.4% | -4.1% | -3.3% | -7.5% |
| 3Y | +3.0% | +2.0% | +1.0% | +3.9% |
| 5Y | -35.1% | +15.2% | -50.3% | -33.3% |
| 10Y | -12.7% | +229.5% | -242.3% | +3.0% |
| All | +126.1% | +1,861.1% | -1,735.0% | +220.7% |
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