+9.5%
TPR vs AON
-17.2%
+26.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -3.4% |
| 7D | -7.3% | -7.9% | +0.6% | -7.6% |
| 30D | -30.7% | -14.6% | -16.1% | -31.2% |
| 3M | -21.6% | -7.9% | -13.7% | -21.4% |
| 6M | -21.3% | -8.0% | -13.3% | -20.6% |
| YTD | -10.2% | -13.2% | +3.1% | -9.2% |
| 1Y | +9.5% | -16.4% | +25.9% | +9.7% |
| All | +9.5% | -17.2% | +26.7% | +9.7% |
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