+196.7%
W vs AON
+337.9%
-141.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.6% |
| 7D | +0.2% | +1.0% | -0.9% | -0.6% |
| 30D | +6.8% | +23.2% | -16.4% | -7.9% |
| 3M | +10.7% | -5.0% | +15.7% | +13.8% |
| 6M | +86.3% | +9.3% | +77.0% | +70.8% |
| YTD | +11.5% | -3.4% | +14.9% | +10.0% |
| 1Y | +5.1% | -2.9% | +8.0% | +3.4% |
| 3Y | +171.0% | +3.6% | +167.3% | +140.3% |
| 5Y | -56.6% | +16.9% | -73.5% | -64.9% |
| 10Y | +213.4% | +234.4% | -21.0% | +9.9% |
| All | +196.7% | +337.9% | -141.2% | -19.7% |
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