+103.2%
TOST vs AON
+5.6%
+97.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.4% |
| 7D | +9.4% | +4.4% | +5.1% | +7.9% |
| 30D | +13.5% | +24.1% | -10.6% | +5.4% |
| 3M | -0.1% | -7.0% | +6.8% | +1.8% |
| 6M | +22.5% | +9.1% | +13.3% | +19.0% |
| YTD | -2.4% | -4.4% | +2.0% | -2.3% |
| 1Y | -4.7% | -0.8% | -3.9% | -5.4% |
| 3Y | +103.2% | +5.1% | +98.1% | +102.4% |
| All | +103.2% | +5.6% | +97.6% | +102.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling