+9.1%
AON vs SMTC
+112.1%
-103.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.1% |
| 7D | -5.9% | +17.5% | -23.4% | -6.2% |
| 30D | -13.7% | +21.3% | -35.0% | -14.1% |
| 3M | -8.3% | +3.1% | -11.4% | -8.6% |
| 6M | -3.6% | +81.7% | -85.3% | -7.1% |
| YTD | -12.4% | +115.9% | -128.3% | -16.4% |
| 1Y | -14.6% | +157.8% | -172.5% | -19.7% |
| 3Y | -5.7% | +557.3% | -563.0% | -23.4% |
| 5Y | +9.1% | +114.7% | -105.5% | +8.0% |
| All | +9.1% | +112.1% | -103.0% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling