-13.1%
AON vs SAN
+58.9%
-72.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.3% |
| 7D | -9.1% | +1.8% | -10.9% | -9.0% |
| 30D | -10.2% | +2.0% | -12.2% | -10.1% |
| 3M | +0.5% | +19.7% | -19.2% | +2.3% |
| 6M | -4.8% | +30.6% | -35.5% | -2.4% |
| YTD | -8.0% | +28.8% | -36.8% | -5.4% |
| 1Y | -13.1% | +57.8% | -70.8% | -9.5% |
| All | -13.1% | +58.9% | -72.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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