+197.7%
AON vs SGI
+270.1%
-72.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -1.8% |
| 7D | -6.3% | -4.5% | -1.9% | -5.7% |
| 30D | -14.1% | +4.2% | -18.3% | -14.7% |
| 3M | -9.5% | -7.4% | -2.0% | -8.7% |
| 6M | -4.0% | -15.1% | +11.0% | -2.4% |
| YTD | -13.8% | -24.7% | +10.9% | -10.9% |
| 1Y | -18.3% | -21.8% | +3.5% | -16.3% |
| 3Y | -7.2% | +50.0% | -57.2% | -16.0% |
| 5Y | +7.3% | +48.9% | -41.6% | -5.7% |
| All | +197.7% | +270.1% | -72.4% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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