+634.6%
XYZ vs AON
+228.3%
+406.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.5% |
| 7D | +12.6% | +1.9% | +10.7% | +11.4% |
| 30D | +10.8% | +23.3% | -12.5% | -4.4% |
| 3M | +8.4% | -5.5% | +13.9% | +12.0% |
| 6M | +14.3% | +8.0% | +6.3% | +6.2% |
| YTD | +31.5% | -4.0% | +35.5% | +31.9% |
| 1Y | +28.1% | -1.7% | +29.9% | +26.2% |
| 3Y | +66.2% | +2.9% | +63.3% | +50.2% |
| 5Y | -62.3% | +17.2% | -79.6% | -69.0% |
| 10Y | +634.6% | +225.8% | +408.8% | +149.6% |
| All | +634.6% | +228.3% | +406.3% | +149.6% |
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