+5,025.2%
AON vs SMTC
+69,284.5%
-64,259.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.0% | -12.2% | -2.9% |
| 7D | -3.2% | +22.9% | -26.2% | -4.5% |
| 30D | -11.9% | +16.6% | -28.5% | -13.0% |
| 3M | -2.9% | +2.4% | -5.3% | -4.0% |
| 6M | -6.8% | +98.3% | -105.1% | -12.4% |
| YTD | -10.1% | +120.7% | -130.8% | -16.3% |
| 1Y | -14.2% | +168.3% | -182.5% | -21.5% |
| 3Y | -3.3% | +571.7% | -575.0% | -20.4% |
| 5Y | +13.6% | +114.0% | -100.4% | 0.0% |
| 10Y | +209.2% | +497.0% | -287.8% | +149.6% |
| All | +5,025.2% | +69,284.5% | -64,259.4% | +3,582.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling