+16.7%
AON vs SIMO
+195.0%
-178.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | +0.3% |
| 7D | -2.4% | +0.9% | -3.3% | -2.3% |
| 30D | +22.8% | -25.4% | +48.2% | +22.2% |
| 3M | -5.3% | -17.8% | +12.4% | -5.7% |
| 6M | +8.4% | -29.6% | +37.9% | +7.5% |
| YTD | -3.9% | +100.3% | -104.2% | -8.2% |
| 1Y | -3.1% | +100.4% | -103.5% | -7.5% |
| 3Y | +3.0% | +246.1% | -243.1% | -6.7% |
| 5Y | +16.7% | +189.8% | -173.1% | +7.7% |
| All | +16.7% | +195.0% | -178.3% | +7.7% |
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