+3,331.7%
AON vs SIRI
-17.7%
+3,349.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +1.0% |
| 7D | -5.9% | -3.0% | -2.9% | -5.8% |
| 30D | -13.7% | +1.3% | -15.0% | -13.7% |
| 3M | -8.3% | +5.6% | -13.9% | -8.5% |
| 6M | -3.6% | +35.2% | -38.8% | -4.8% |
| YTD | -12.4% | +49.1% | -61.4% | -13.8% |
| 1Y | -14.6% | +26.8% | -41.4% | -15.6% |
| 3Y | -5.7% | -23.7% | +18.0% | -5.8% |
| 5Y | +9.1% | -41.8% | +51.0% | +9.6% |
| 10Y | +208.7% | -11.3% | +220.0% | +204.9% |
| All | +3,331.7% | -17.7% | +3,349.4% | +3,231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling