+15.1%
AON vs SFM
+113.1%
-98.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.1% |
| 7D | -3.2% | -0.4% | -2.8% | -3.2% |
| 30D | +21.7% | -19.2% | +40.9% | +23.7% |
| 3M | -5.1% | -40.3% | +35.2% | -0.5% |
| 6M | +5.9% | -40.9% | +46.8% | +10.9% |
| YTD | -4.8% | -35.5% | +30.7% | -1.5% |
| 1Y | -4.1% | -37.4% | +33.4% | -0.5% |
| 3Y | +2.0% | +25.5% | -23.5% | -4.3% |
| All | +15.1% | +113.1% | -98.0% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling