-7.2%
AON vs SITM
+452.7%
-459.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -1.5% |
| 7D | -6.3% | +3.9% | -10.2% | -6.2% |
| 30D | -14.1% | -6.6% | -7.5% | -14.2% |
| 3M | -9.5% | -11.9% | +2.4% | -9.3% |
| 6M | -4.0% | +81.1% | -85.1% | -3.4% |
| YTD | -13.8% | +80.0% | -93.8% | -13.3% |
| 1Y | -18.3% | +145.8% | -164.1% | -18.1% |
| 3Y | -7.2% | +475.9% | -483.1% | -10.8% |
| All | -7.2% | +452.7% | -459.8% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling