+306.7%
TPR vs AON
+200.0%
+106.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -1.4% |
| 7D | -7.3% | -7.9% | +0.6% | -3.2% |
| 30D | -30.7% | -14.6% | -16.1% | -25.0% |
| 3M | -21.6% | -7.9% | -13.7% | -19.1% |
| 6M | -21.3% | -8.0% | -13.3% | -19.4% |
| YTD | -10.2% | -13.2% | +3.1% | -5.8% |
| 1Y | +9.5% | -16.4% | +25.9% | +17.1% |
| 3Y | +280.8% | -6.7% | +287.4% | +270.7% |
| 5Y | +218.7% | +8.0% | +210.7% | +172.9% |
| 10Y | +306.7% | +205.6% | +101.1% | +89.2% |
| All | +306.7% | +200.0% | +106.6% | +89.2% |
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