-46.7%
TOST vs AON
+11.8%
-58.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.3% | -0.4% |
| 7D | -0.9% | -3.2% | +2.3% | +1.3% |
| 30D | -3.5% | -11.9% | +8.4% | +4.6% |
| 3M | +38.1% | -2.9% | +41.0% | +39.7% |
| 6M | +9.9% | -6.8% | +16.7% | +14.0% |
| YTD | -6.3% | -10.1% | +3.8% | -0.9% |
| 1Y | -18.3% | -14.2% | -4.1% | -10.9% |
| 3Y | +59.7% | -3.3% | +63.0% | +53.6% |
| All | -46.7% | +11.8% | -58.5% | -61.1% |
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