+8,398.6%
TPR vs AON
+1,116.9%
+7,281.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.3% |
| 7D | +14.2% | +4.4% | +9.8% | +11.9% |
| 30D | +17.1% | +24.1% | -7.0% | +5.5% |
| 3M | -17.7% | -7.0% | -10.8% | -15.4% |
| 6M | -10.2% | +9.1% | -19.3% | -15.1% |
| YTD | +4.9% | -4.4% | +9.3% | +4.4% |
| 1Y | +36.1% | -0.8% | +36.9% | +32.9% |
| 3Y | +416.5% | +5.1% | +411.3% | +379.7% |
| 5Y | +254.8% | +20.4% | +234.4% | +204.6% |
| 10Y | +391.7% | +239.2% | +152.5% | +155.3% |
| All | +8,398.6% | +1,116.9% | +7,281.8% | +2,231.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling