-7.2%
AON vs SMTC
+579.3%
-586.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.7% | -1.6% |
| 7D | -6.3% | +13.1% | -19.4% | -6.1% |
| 30D | -14.1% | +19.5% | -33.6% | -13.7% |
| 3M | -9.5% | +2.2% | -11.7% | -9.0% |
| 6M | -4.0% | +94.9% | -98.9% | -4.3% |
| YTD | -13.8% | +127.0% | -140.8% | -14.3% |
| 1Y | -18.3% | +174.6% | -192.9% | -19.1% |
| 3Y | -7.2% | +615.9% | -623.1% | -14.1% |
| All | -7.2% | +579.3% | -586.5% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 3y: compounded portfolio wealth divided by compounded SMTC 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…
3y analysis · Full analysis span regression · 6 months rolling