+13.6%
AON vs SIMO
+297.1%
-283.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.2% | -8.4% | -2.2% |
| 7D | -3.2% | +14.6% | -17.8% | -3.1% |
| 30D | -11.9% | +6.2% | -18.1% | -11.8% |
| 3M | -2.9% | +3.6% | -6.4% | -2.9% |
| 6M | -6.8% | +130.8% | -137.6% | -9.1% |
| YTD | -10.1% | +195.8% | -205.8% | -13.7% |
| 1Y | -14.2% | +225.0% | -239.2% | -18.4% |
| 3Y | -3.3% | +452.3% | -455.6% | -12.6% |
| 5Y | +13.6% | +303.6% | -290.0% | +9.4% |
| All | +13.6% | +297.1% | -283.5% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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