+8.2%
AON vs SN
+673.1%
-664.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.4% | +3.5% | -5.9% | -2.5% |
| 30D | +22.8% | +19.4% | +3.3% | +21.7% |
| 3M | -5.3% | +20.9% | -26.3% | -6.3% |
| 6M | +8.4% | +111.1% | -102.8% | +4.7% |
| YTD | -3.9% | +102.8% | -106.7% | -7.2% |
| 1Y | -3.1% | +146.2% | -149.3% | -7.4% |
| 3Y | +3.0% | +441.4% | -438.4% | -5.2% |
| All | +8.2% | +673.1% | -664.9% | -0.5% |
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