-29.4%
TSCO vs AON
+2.1%
-31.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +3.1% |
| 7D | +15.7% | +9.4% | +6.3% | +13.3% |
| 30D | +16.4% | +27.0% | -10.6% | +10.7% |
| 3M | +11.2% | -3.1% | +14.3% | +10.0% |
| 6M | +14.9% | +10.0% | +4.9% | +11.8% |
| YTD | -25.4% | -1.6% | -23.8% | -26.1% |
| 1Y | -29.4% | +0.9% | -30.3% | -30.5% |
| All | -29.4% | +2.1% | -31.5% | -30.5% |
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 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