-68.6%
XYZ vs AON
+13.7%
-82.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -1.0% | -1.6% |
| 7D | +2.9% | -3.2% | +6.1% | +5.3% |
| 30D | +1.4% | -11.9% | +13.3% | +10.3% |
| 3M | +14.6% | -2.9% | +17.4% | +15.2% |
| 6M | +20.8% | -6.8% | +27.6% | +24.5% |
| YTD | +23.1% | -10.1% | +33.1% | +29.7% |
| 1Y | +5.6% | -14.2% | +19.9% | +15.2% |
| 3Y | +50.9% | -3.3% | +54.2% | +40.1% |
| 5Y | -68.6% | +13.6% | -82.2% | -78.4% |
| All | -68.6% | +13.7% | -82.3% | -78.4% |
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