+7,716.4%
TPR vs AON
+1,071.3%
+6,645.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | -2.3% | -9.1% | +6.8% | +2.0% |
| 30D | -23.0% | -10.2% | -12.7% | -19.2% |
| 3M | -12.5% | +0.5% | -13.0% | -13.5% |
| 6M | -21.4% | -4.8% | -16.6% | -20.9% |
| YTD | -3.5% | -8.0% | +4.5% | -2.1% |
| 1Y | +17.4% | -13.1% | +30.4% | +22.1% |
| 3Y | +291.3% | -1.3% | +292.5% | +275.1% |
| 5Y | +241.9% | +14.9% | +227.0% | +200.0% |
| 10Y | +322.7% | +214.9% | +107.8% | +127.6% |
| All | +7,716.4% | +1,071.3% | +6,645.2% | +2,087.5% |
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