+356.2%
TPR vs AON
+233.0%
+123.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.9% |
| 7D | -0.3% | +1.0% | -1.3% | -0.8% |
| 30D | +15.1% | +23.2% | -8.1% | +3.0% |
| 3M | +3.5% | -5.0% | +8.5% | +5.8% |
| 6M | +0.4% | +9.3% | -8.9% | -5.8% |
| YTD | +4.6% | -3.4% | +8.0% | +3.5% |
| 1Y | +33.1% | -2.9% | +36.0% | +31.2% |
| 3Y | +396.0% | +3.6% | +392.3% | +356.4% |
| 5Y | +230.3% | +16.9% | +213.4% | +173.2% |
| All | +356.2% | +233.0% | +123.3% | +114.2% |
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