-10.8%
TTWO vs AON
-13.5%
+2.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -8.8% | -9.1% | +0.3% | -7.3% |
| 30D | -8.6% | -10.2% | +1.6% | -6.9% |
| 3M | -0.9% | +0.5% | -1.4% | -0.1% |
| 6M | -0.5% | -4.8% | +4.3% | -0.2% |
| YTD | -16.1% | -8.0% | -8.2% | -16.2% |
| 1Y | -10.8% | -13.1% | +2.3% | -8.8% |
| All | -10.8% | -13.5% | +2.7% | -8.8% |
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