+202.6%
AON vs SFM
+268.6%
-65.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.1% |
| 7D | -5.9% | -8.8% | +2.9% | -5.1% |
| 30D | -13.7% | -14.5% | +0.8% | -12.5% |
| 3M | -8.3% | -16.8% | +8.6% | -6.9% |
| 6M | -3.6% | -5.3% | +1.7% | -3.6% |
| YTD | -12.4% | -9.4% | -3.0% | -12.1% |
| 1Y | -14.6% | -46.2% | +31.5% | -10.5% |
| 3Y | -5.7% | +81.3% | -87.0% | -12.1% |
| 5Y | +9.1% | +211.9% | -202.7% | -3.7% |
| All | +202.6% | +268.6% | -65.9% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling