+239.1%
TPR vs AON
+13.7%
+225.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.5% | -3.0% |
| 7D | -3.4% | -3.2% | -0.1% | -2.3% |
| 30D | -27.3% | -11.9% | -15.4% | -24.4% |
| 3M | -16.2% | -2.9% | -13.4% | -16.0% |
| 6M | -17.9% | -6.8% | -11.1% | -16.7% |
| YTD | -7.1% | -10.1% | +3.0% | -4.9% |
| 1Y | +13.6% | -14.2% | +27.9% | +18.5% |
| 3Y | +293.7% | -3.3% | +297.0% | +284.6% |
| 5Y | +239.1% | +13.6% | +225.5% | +176.7% |
| All | +239.1% | +13.7% | +225.4% | +176.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling