+1,250.4%
VUG vs AON
+1,654.9%
-404.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -0.1% | -9.1% | +9.0% | +3.5% |
| 30D | -0.3% | -10.2% | +9.9% | +3.7% |
| 3M | -0.7% | +0.5% | -1.2% | -2.0% |
| 6M | +14.6% | -4.8% | +19.5% | +15.1% |
| YTD | +9.0% | -8.0% | +17.0% | +10.5% |
| 1Y | +14.9% | -13.1% | +27.9% | +18.8% |
| 3Y | +86.0% | -1.3% | +87.3% | +78.7% |
| 5Y | +76.7% | +14.9% | +61.8% | +58.0% |
| 10Y | +411.3% | +214.9% | +196.4% | +193.1% |
| All | +1,250.4% | +1,654.9% | -404.4% | +356.3% |
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