-7.2%
AON vs SIRI
-22.6%
+15.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.7% |
| 7D | -6.3% | +0.6% | -6.9% | -6.3% |
| 30D | -14.1% | +2.5% | -16.6% | -14.2% |
| 3M | -9.5% | +6.6% | -16.1% | -9.6% |
| 6M | -4.0% | +32.9% | -36.9% | -4.8% |
| YTD | -13.8% | +50.5% | -64.3% | -14.9% |
| 1Y | -18.3% | +28.0% | -46.3% | -19.0% |
| 3Y | -7.2% | -22.4% | +15.2% | -8.2% |
| All | -7.2% | -22.6% | +15.4% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 3y: compounded portfolio wealth divided by compounded SIRI 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…
3y analysis · Full analysis span regression · 6 months rolling