-68.3%
U vs AON
+9.3%
-77.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +1.6% |
| 7D | +4.4% | -7.9% | +12.3% | +9.6% |
| 30D | -1.3% | -14.6% | +13.3% | +8.2% |
| 3M | +49.6% | -7.9% | +57.5% | +54.8% |
| 6M | +100.2% | -8.0% | +108.2% | +105.7% |
| YTD | -3.7% | -13.2% | +9.5% | +1.9% |
| 1Y | -6.5% | -16.4% | +9.9% | +1.0% |
| 3Y | +12.9% | -6.7% | +19.6% | +1.8% |
| 5Y | -68.3% | +8.0% | -76.3% | -79.0% |
| All | -68.3% | +9.3% | -77.6% | -79.0% |
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 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