-62.3%
W vs AON
+9.3%
-71.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +2.2% |
| 7D | +5.9% | -7.9% | +13.8% | +11.1% |
| 30D | -3.0% | -14.6% | +11.6% | +6.0% |
| 3M | +40.3% | -7.9% | +48.2% | +45.0% |
| 6M | +32.2% | -8.0% | +40.2% | +36.1% |
| YTD | -0.3% | -13.2% | +12.9% | +5.7% |
| 1Y | +16.2% | -16.4% | +32.6% | +26.1% |
| 3Y | +40.7% | -6.7% | +47.4% | +32.1% |
| 5Y | -62.3% | +8.0% | -70.4% | -71.8% |
| All | -62.3% | +9.3% | -71.6% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling