+40.9%
TTWO vs AON
+6.4%
+34.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | +0.4% | -6.3% | +6.7% | +2.3% |
| 30D | -11.3% | -14.1% | +2.8% | -7.3% |
| 3M | +1.6% | -9.5% | +11.1% | +4.4% |
| 6M | +2.1% | -4.0% | +6.1% | +3.0% |
| YTD | -15.8% | -13.8% | -2.0% | -12.7% |
| 1Y | -12.6% | -18.3% | +5.7% | -7.9% |
| 3Y | +48.2% | -7.2% | +55.4% | +48.1% |
| All | +40.9% | +6.4% | +34.5% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling