+5.2%
XYZ vs AON
-17.2%
+22.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.2% |
| 7D | -3.7% | -7.9% | +4.2% | -1.4% |
| 30D | +0.5% | -14.6% | +15.2% | +5.1% |
| 3M | +16.3% | -7.9% | +24.2% | +18.6% |
| 6M | +21.1% | -8.0% | +29.2% | +23.0% |
| YTD | +22.0% | -13.2% | +35.2% | +24.8% |
| 1Y | +5.2% | -16.4% | +21.6% | +7.1% |
| All | +5.2% | -17.2% | +22.4% | +7.1% |
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