+8.0%
AON vs SAN
+384.1%
-376.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.4% |
| 7D | -7.9% | -0.5% | -7.4% | -7.9% |
| 30D | -14.6% | -0.1% | -14.6% | -14.6% |
| 3M | -7.9% | +19.6% | -27.5% | -10.0% |
| 6M | -8.0% | +32.7% | -40.7% | -11.6% |
| YTD | -13.2% | +26.7% | -39.9% | -16.4% |
| 1Y | -16.4% | +51.6% | -68.1% | -21.8% |
| 3Y | -6.7% | +348.7% | -355.4% | -29.0% |
| 5Y | +8.0% | +378.7% | -370.7% | -23.2% |
| All | +8.0% | +384.1% | -376.0% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling