-7.2%
AON vs SCHG
+86.3%
-93.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -1.8% |
| 7D | -6.3% | -1.0% | -5.3% | -6.2% |
| 30D | -14.1% | -1.3% | -12.8% | -14.0% |
| 3M | -9.5% | +5.4% | -14.9% | -10.2% |
| 6M | -4.0% | +14.4% | -18.4% | -6.1% |
| YTD | -13.8% | +8.0% | -21.8% | -14.9% |
| 1Y | -18.3% | +12.7% | -31.0% | -20.1% |
| 3Y | -7.2% | +85.6% | -92.8% | -23.0% |
| All | -7.2% | +86.3% | -93.4% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 3y: compounded portfolio wealth divided by compounded SCHG 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…
3y analysis · Full analysis span regression · 6 months rolling