+195.5%
W vs AON
+331.6%
-136.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -1.9% |
| 7D | -1.7% | -3.2% | +1.5% | +0.6% |
| 30D | +3.2% | +21.7% | -18.5% | -10.2% |
| 3M | +8.3% | -5.1% | +13.4% | +11.5% |
| 6M | +84.3% | +5.9% | +78.4% | +72.8% |
| YTD | +11.0% | -4.8% | +15.8% | +10.8% |
| 1Y | -0.2% | -4.1% | +3.8% | -1.0% |
| 3Y | +157.9% | +2.0% | +155.9% | +131.4% |
| 5Y | -56.8% | +15.2% | -72.0% | -64.7% |
| 10Y | +212.2% | +229.5% | -17.4% | +10.6% |
| All | +195.5% | +331.6% | -136.1% | -19.2% |
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