+1.3%
AON vs SN
+496.6%
-495.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -11.9% | -5.6% | -6.3% | -11.7% |
| 3M | -2.9% | +48.1% | -50.9% | -4.6% |
| 6M | -6.8% | +57.6% | -64.5% | -8.8% |
| YTD | -10.1% | +56.5% | -66.6% | -12.1% |
| 1Y | -14.2% | +52.6% | -66.8% | -16.0% |
| 3Y | -3.3% | +412.0% | -415.2% | -10.6% |
| All | +1.3% | +496.6% | -495.4% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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