+59.2%
AON vs SITM
+4,437.5%
-4,378.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.4% |
| 7D | -7.9% | +3.7% | -11.6% | -8.1% |
| 30D | -14.6% | -14.5% | -0.1% | -14.1% |
| 3M | -7.9% | -10.6% | +2.7% | -8.1% |
| 6M | -8.0% | +65.5% | -73.5% | -12.2% |
| YTD | -13.2% | +67.0% | -80.2% | -17.7% |
| 1Y | -16.4% | +138.6% | -155.0% | -23.2% |
| 3Y | -6.7% | +421.8% | -428.5% | -23.3% |
| 5Y | +8.0% | +172.4% | -164.4% | -11.0% |
| All | +59.2% | +4,437.5% | -4,378.3% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling