-13.1%
AON vs SITM
+174.8%
-187.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.5% | -7.7% | -0.7% |
| 7D | -9.1% | +9.7% | -18.8% | -8.4% |
| 30D | -10.2% | +12.7% | -22.9% | -9.0% |
| 3M | +0.5% | -13.4% | +13.9% | +0.6% |
| 6M | -4.8% | +59.6% | -64.5% | -0.8% |
| YTD | -8.0% | +73.3% | -81.3% | -3.2% |
| 1Y | -13.1% | +165.5% | -178.6% | -5.3% |
| All | -13.1% | +174.8% | -187.8% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling