+8.0%
AON vs SM
+119.2%
-111.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.5% |
| 7D | -7.9% | -0.2% | -7.7% | -7.9% |
| 30D | -14.6% | +20.3% | -34.9% | -15.6% |
| 3M | -7.9% | +22.9% | -30.8% | -9.3% |
| 6M | -8.0% | +47.8% | -55.8% | -10.7% |
| YTD | -13.2% | +107.5% | -120.7% | -17.8% |
| 1Y | -16.4% | +51.7% | -68.2% | -19.3% |
| 3Y | -6.7% | -0.9% | -5.8% | -8.8% |
| 5Y | +8.0% | +112.2% | -104.2% | -2.3% |
| All | +8.0% | +119.2% | -111.2% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling