-39.0%
U vs AON
+67.9%
-106.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | -3.8% | -9.1% | +5.3% | +0.5% |
| 30D | +17.5% | -10.2% | +27.7% | +23.4% |
| 3M | +38.7% | +0.5% | +38.2% | +36.8% |
| 6M | +104.4% | -4.8% | +109.3% | +106.1% |
| YTD | -5.7% | -8.0% | +2.3% | -3.9% |
| 1Y | +3.7% | -13.1% | +16.8% | +8.7% |
| 3Y | +12.3% | -1.3% | +13.6% | +3.1% |
| 5Y | -68.8% | +14.9% | -83.7% | -75.1% |
| All | -39.0% | +67.9% | -106.9% | -48.0% |
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 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