+202.6%
AON vs SM
+23.2%
+179.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -5.9% | +2.1% | -8.0% | -6.0% |
| 30D | -13.7% | +18.1% | -31.8% | -14.4% |
| 3M | -8.3% | +17.0% | -25.3% | -9.2% |
| 6M | -3.6% | +55.4% | -59.1% | -6.2% |
| YTD | -12.4% | +108.6% | -120.9% | -16.2% |
| 1Y | -14.6% | +45.7% | -60.3% | -16.9% |
| 3Y | -5.7% | -0.3% | -5.4% | -7.5% |
| 5Y | +9.1% | +113.0% | -103.9% | +1.5% |
| All | +202.6% | +23.2% | +179.4% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling