-12.1%
AON vs SARO
-22.5%
+10.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.8% |
| 7D | -6.3% | -3.1% | -3.2% | -6.0% |
| 30D | -14.1% | -12.2% | -1.9% | -13.1% |
| 3M | -9.5% | -7.4% | -2.1% | -9.0% |
| 6M | -4.0% | -15.3% | +11.2% | -2.7% |
| YTD | -13.8% | -16.2% | +2.4% | -12.8% |
| 1Y | -18.3% | -12.1% | -6.2% | -18.0% |
| All | -12.1% | -22.5% | +10.4% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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