+152.3%
W vs AON
+209.9%
-57.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.4% |
| 7D | +0.5% | -5.9% | +6.4% | +4.8% |
| 30D | -5.6% | -13.7% | +8.1% | +4.2% |
| 3M | +41.9% | -8.3% | +50.2% | +48.3% |
| 6M | +30.2% | -3.6% | +33.9% | +30.2% |
| YTD | -2.9% | -12.4% | +9.4% | +2.9% |
| 1Y | +11.6% | -14.6% | +26.2% | +20.0% |
| 3Y | +37.0% | -5.7% | +42.7% | +29.1% |
| 5Y | -62.8% | +9.1% | -72.0% | -69.0% |
| All | +152.3% | +209.9% | -57.5% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling