+8,900.5%
WMT vs AON
+4,830.5%
+4,070.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.7% |
| 7D | -0.2% | -7.9% | +7.7% | +1.8% |
| 30D | -5.8% | -14.6% | +8.8% | -2.2% |
| 3M | -10.8% | -7.9% | -2.9% | -9.2% |
| 6M | -14.3% | -8.0% | -6.3% | -13.1% |
| YTD | -4.4% | -13.2% | +8.8% | -1.8% |
| 1Y | +4.3% | -16.4% | +20.8% | +8.2% |
| 3Y | +100.1% | -6.7% | +106.7% | +99.8% |
| 5Y | +130.8% | +8.0% | +122.8% | +119.8% |
| 10Y | +433.7% | +205.6% | +228.1% | +277.6% |
| All | +8,900.5% | +4,830.5% | +4,070.1% | +2,302.9% |
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 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