+20.0%
YUM vs AON
+6.4%
+13.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | -6.1% | -6.3% | +0.3% | -4.0% |
| 30D | -5.8% | -14.1% | +8.3% | -1.2% |
| 3M | -7.6% | -9.5% | +1.9% | -5.0% |
| 6M | -9.1% | -4.0% | -5.1% | -8.6% |
| YTD | -5.5% | -13.8% | +8.3% | -1.7% |
| 1Y | -3.7% | -18.3% | +14.6% | +2.1% |
| 3Y | +17.8% | -7.2% | +25.0% | +18.5% |
| All | +20.0% | +6.4% | +13.7% | +9.9% |
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 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