+33.1%
TPR vs AON
-2.6%
+35.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.3% |
| 7D | -0.3% | +1.0% | -1.3% | -0.4% |
| 30D | +15.1% | +23.2% | -8.1% | +14.4% |
| 3M | +3.5% | -5.0% | +8.5% | +1.8% |
| 6M | +0.4% | +9.3% | -8.9% | +1.0% |
| YTD | +4.6% | -3.4% | +8.0% | +6.5% |
| 1Y | +33.1% | -2.9% | +36.0% | +35.1% |
| All | +33.1% | -2.6% | +35.7% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling