+577.6%
XYZ vs AON
+291.5%
+286.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.4% |
| 7D | +14.9% | +0.7% | +14.2% | +14.6% |
| 30D | +14.7% | +23.1% | -8.4% | -0.8% |
| 3M | +12.1% | -6.0% | +18.1% | +16.3% |
| 6M | +18.3% | +7.9% | +10.5% | +10.2% |
| YTD | +36.1% | -4.1% | +40.2% | +36.7% |
| 1Y | +35.3% | -2.3% | +37.6% | +33.9% |
| 3Y | +73.5% | +3.4% | +70.0% | +56.5% |
| 5Y | -61.6% | +17.1% | -78.7% | -68.2% |
| 10Y | +638.0% | +230.6% | +407.4% | +178.6% |
| All | +577.6% | +291.5% | +286.1% | +140.3% |
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