+6,445.3%
TRV vs AON
+4,880.3%
+1,565.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | -1.8% | -5.9% | +4.1% | +0.7% |
| 30D | -2.1% | -13.7% | +11.5% | +3.8% |
| 3M | +21.2% | -8.3% | +29.4% | +25.1% |
| 6M | +22.0% | -3.6% | +25.7% | +23.0% |
| YTD | +27.7% | -12.4% | +40.1% | +33.6% |
| 1Y | +36.6% | -14.6% | +51.2% | +44.3% |
| 3Y | +141.1% | -5.7% | +146.8% | +141.8% |
| 5Y | +157.6% | +9.1% | +148.5% | +139.1% |
| 10Y | +296.2% | +208.7% | +87.5% | +132.5% |
| All | +6,445.3% | +4,880.3% | +1,565.0% | +1,355.5% |
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