-45.7%
TOST vs AON
+14.3%
-60.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.9% |
| 7D | -3.4% | -9.1% | +5.7% | +2.5% |
| 30D | -2.4% | -10.2% | +7.8% | +4.5% |
| 3M | +34.6% | +0.5% | +34.1% | +33.0% |
| 6M | +15.2% | -4.8% | +20.0% | +17.8% |
| YTD | -4.4% | -8.0% | +3.6% | -0.4% |
| 1Y | -17.4% | -13.1% | -4.3% | -10.7% |
| 3Y | +54.5% | -1.3% | +55.7% | +46.7% |
| All | -45.7% | +14.3% | -60.0% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling