+2,235.4%
VGT vs AON
+1,571.7%
+663.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.5% |
| 7D | -1.0% | -5.9% | +4.8% | +1.4% |
| 30D | -0.4% | -13.7% | +13.2% | +5.3% |
| 3M | +6.6% | -8.3% | +14.9% | +9.0% |
| 6M | +31.0% | -3.6% | +34.7% | +30.3% |
| YTD | +27.2% | -12.4% | +39.6% | +30.9% |
| 1Y | +34.5% | -14.6% | +49.1% | +39.4% |
| 3Y | +123.1% | -5.7% | +128.9% | +116.4% |
| 5Y | +135.1% | +9.1% | +126.0% | +111.9% |
| 10Y | +803.4% | +208.7% | +594.7% | +404.6% |
| All | +2,235.4% | +1,571.7% | +663.7% | +621.7% |
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