+11.6%
W vs AON
-15.2%
+26.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.7% |
| 7D | +0.5% | -5.9% | +6.4% | +0.7% |
| 30D | -5.6% | -13.7% | +8.1% | -5.0% |
| 3M | +41.9% | -8.3% | +50.2% | +42.9% |
| 6M | +30.2% | -3.6% | +33.9% | +31.0% |
| YTD | -2.9% | -12.4% | +9.4% | -3.7% |
| 1Y | +11.6% | -14.6% | +26.2% | +11.3% |
| All | +11.6% | -15.2% | +26.8% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling