+1,700.9%
AON vs SGI
+2,073.9%
-372.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.2% |
| 7D | -3.2% | +9.3% | -12.5% | -4.4% |
| 30D | -11.9% | +6.9% | -18.7% | -12.7% |
| 3M | -2.9% | +2.8% | -5.7% | -3.5% |
| 6M | -6.8% | -12.6% | +5.8% | -5.8% |
| YTD | -10.1% | -21.5% | +11.5% | -8.0% |
| 1Y | -14.2% | -18.8% | +4.5% | -12.8% |
| 3Y | -3.3% | +60.8% | -64.1% | -11.7% |
| 5Y | +13.6% | +60.0% | -46.4% | +1.5% |
| 10Y | +209.2% | +267.8% | -58.7% | +129.8% |
| All | +1,700.9% | +2,073.9% | -372.9% | +814.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling