+142.7%
WFC vs AON
+209.9%
-67.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.7% |
| 7D | +0.3% | -5.9% | +6.2% | +3.2% |
| 30D | +2.3% | -13.7% | +15.9% | +9.3% |
| 3M | +9.8% | -8.3% | +18.0% | +13.3% |
| 6M | +15.6% | -3.6% | +19.2% | +15.9% |
| YTD | -2.4% | -12.4% | +9.9% | +2.1% |
| 1Y | +13.8% | -14.6% | +28.5% | +20.4% |
| 3Y | +134.6% | -5.7% | +140.4% | +130.1% |
| 5Y | +127.9% | +9.1% | +118.8% | +99.5% |
| All | +142.7% | +209.9% | -67.2% | +15.8% |
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 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