+3,731.8%
AON vs SM
+1,608.3%
+2,123.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.0% |
| 7D | -9.1% | +0.1% | -9.2% | -9.1% |
| 30D | -10.2% | +26.3% | -36.6% | -11.8% |
| 3M | +0.5% | +8.7% | -8.2% | -0.4% |
| 6M | -4.8% | +51.7% | -56.5% | -8.1% |
| YTD | -8.0% | +99.0% | -107.0% | -13.0% |
| 1Y | -13.1% | +34.6% | -47.7% | -15.7% |
| 3Y | -1.3% | -7.8% | +6.5% | -3.2% |
| 5Y | +14.9% | +104.8% | -89.9% | +4.0% |
| 10Y | +214.9% | +7.2% | +207.7% | +152.3% |
| All | +3,731.8% | +1,608.3% | +2,123.5% | +2,332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling