-14.6%
AON vs SM
+51.5%
-66.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -5.9% | +2.1% | -8.0% | -5.9% |
| 30D | -13.7% | +18.1% | -31.8% | -14.0% |
| 3M | -8.3% | +17.0% | -25.3% | -8.9% |
| 6M | -3.6% | +55.4% | -59.1% | -5.4% |
| YTD | -12.4% | +108.6% | -120.9% | -14.0% |
| 1Y | -14.6% | +45.7% | -60.3% | -15.6% |
| All | -14.6% | +51.5% | -66.1% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling