+8.0%
AON vs SFM
+217.9%
-209.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.4% | -3.1% |
| 7D | -7.9% | -7.2% | -0.7% | -7.3% |
| 30D | -14.6% | -14.3% | -0.3% | -13.4% |
| 3M | -7.9% | -13.7% | +5.8% | -6.8% |
| 6M | -8.0% | -6.0% | -2.0% | -7.9% |
| YTD | -13.2% | -8.2% | -5.0% | -13.0% |
| 1Y | -16.4% | -46.2% | +29.8% | -11.6% |
| 3Y | -6.7% | +83.6% | -90.2% | -14.2% |
| 5Y | +8.0% | +212.7% | -204.7% | +1.2% |
| All | +8.0% | +217.9% | -209.8% | +1.2% |
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 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