-19.7%
TSCO vs AON
-7.5%
-12.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -1.1% |
| 7D | -5.7% | -6.3% | +0.7% | -4.2% |
| 30D | -8.8% | -14.1% | +5.3% | -5.7% |
| 3M | +6.3% | -9.5% | +15.8% | +8.4% |
| 6M | -32.3% | -4.0% | -28.3% | -32.0% |
| YTD | -32.7% | -13.8% | -18.9% | -30.7% |
| 1Y | -43.7% | -18.3% | -25.4% | -41.2% |
| 3Y | -19.7% | -7.2% | -12.5% | -19.0% |
| All | -19.7% | -7.5% | -12.2% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling