+27.4%
WMT vs AON
+2.1%
+25.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +2.8% |
| 7D | +8.8% | +9.4% | -0.7% | +7.5% |
| 30D | +22.9% | +27.0% | -4.1% | +19.7% |
| 3M | +16.1% | -3.1% | +19.2% | +15.6% |
| 6M | -0.5% | +10.0% | -10.4% | -1.7% |
| YTD | +16.7% | -1.6% | +18.3% | +18.5% |
| 1Y | +27.4% | +0.9% | +26.5% | +26.9% |
| All | +27.4% | +2.1% | +25.3% | +26.9% |
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