-46.4%
TOST vs AON
+18.3%
-64.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.1% |
| 7D | -4.7% | -3.2% | -1.5% | -2.6% |
| 30D | +8.5% | +21.7% | -13.2% | -4.7% |
| 3M | -1.6% | -5.1% | +3.5% | +1.4% |
| 6M | +44.1% | +5.9% | +38.2% | +37.2% |
| YTD | -5.6% | -4.8% | -0.8% | -4.0% |
| 1Y | -12.6% | -4.1% | -8.5% | -11.7% |
| 3Y | +137.6% | +2.0% | +135.5% | +121.0% |
| 5Y | -30.4% | +15.2% | -45.5% | -46.6% |
| All | -46.4% | +18.3% | -64.7% | -62.3% |
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 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