+43.0%
TMUS vs AON
+13.7%
+29.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.9% |
| 7D | -0.3% | -3.2% | +3.0% | +0.9% |
| 30D | +3.1% | -11.9% | +15.0% | +7.7% |
| 3M | +2.4% | -2.9% | +5.3% | +3.1% |
| 6M | -17.1% | -6.8% | -10.3% | -15.4% |
| YTD | -9.1% | -10.1% | +1.0% | -6.2% |
| 1Y | -23.6% | -14.2% | -9.4% | -19.9% |
| 3Y | +38.8% | -3.3% | +42.1% | +39.1% |
| 5Y | +43.0% | +13.6% | +29.4% | +28.3% |
| All | +43.0% | +13.7% | +29.2% | +28.3% |
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