+317.5%
TMUS vs AON
+204.8%
+112.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.5% |
| 7D | +0.4% | -6.3% | +6.8% | +2.9% |
| 30D | +3.5% | -14.1% | +17.6% | +9.3% |
| 3M | -1.3% | -9.5% | +8.2% | +2.0% |
| 6M | -13.6% | -4.0% | -9.6% | -12.9% |
| YTD | -8.8% | -13.8% | +5.0% | -4.4% |
| 1Y | -22.9% | -18.3% | -4.6% | -17.6% |
| 3Y | +36.7% | -7.2% | +43.9% | +37.9% |
| 5Y | +46.6% | +7.3% | +39.3% | +37.6% |
| All | +317.5% | +204.8% | +112.8% | +167.7% |
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 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