+3.6%
AON vs SN
+490.7%
-487.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | -9.1% | -9.3% | +0.2% | -8.7% |
| 30D | -10.2% | -4.8% | -5.5% | -10.1% |
| 3M | +0.5% | +40.4% | -39.9% | -1.1% |
| 6M | -4.8% | +50.9% | -55.8% | -6.7% |
| YTD | -8.0% | +54.9% | -62.9% | -10.0% |
| 1Y | -13.1% | +43.0% | -56.1% | -14.5% |
| 3Y | -1.3% | +391.8% | -393.1% | -8.6% |
| All | +3.6% | +490.7% | -487.1% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling