+5,439.7%
TTWO vs AON
+1,625.5%
+3,814.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.7% | +2.5% |
| 7D | +1.3% | -5.9% | +7.2% | +3.0% |
| 30D | -13.4% | -13.7% | +0.3% | -9.8% |
| 3M | +3.1% | -8.3% | +11.4% | +5.3% |
| 6M | +3.8% | -3.6% | +7.4% | +4.4% |
| YTD | -15.3% | -12.4% | -2.9% | -12.8% |
| 1Y | -11.1% | -14.6% | +3.6% | -8.0% |
| 3Y | +52.0% | -5.7% | +57.7% | +51.1% |
| 5Y | +40.9% | +9.1% | +31.8% | +33.6% |
| 10Y | +407.6% | +208.7% | +198.9% | +252.8% |
| All | +5,439.7% | +1,625.5% | +3,814.2% | +3,349.1% |
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