+135.9%
WMT vs AON
+6.4%
+129.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.7% |
| 7D | 0.0% | -6.3% | +6.3% | +1.5% |
| 30D | -7.4% | -14.1% | +6.7% | -4.4% |
| 3M | -10.9% | -9.5% | -1.4% | -9.2% |
| 6M | -12.7% | -4.0% | -8.7% | -12.5% |
| YTD | -3.2% | -13.8% | +10.6% | -0.5% |
| 1Y | +5.3% | -18.3% | +23.5% | +9.7% |
| 3Y | +101.9% | -7.2% | +109.0% | +103.0% |
| All | +135.9% | +6.4% | +129.5% | +123.9% |
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 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