+197.7%
AON vs SNY
+64.5%
+133.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -6.3% | -3.3% | -3.0% | -5.4% |
| 30D | -14.1% | -2.2% | -11.9% | -13.6% |
| 3M | -9.5% | -3.0% | -6.4% | -8.7% |
| 6M | -4.0% | +2.7% | -6.8% | -4.9% |
| YTD | -13.8% | -6.8% | -7.0% | -12.5% |
| 1Y | -18.3% | -5.3% | -13.0% | -17.7% |
| 3Y | -7.2% | -9.8% | +2.6% | -7.0% |
| 5Y | +7.3% | +9.7% | -2.3% | -1.0% |
| All | +197.7% | +64.5% | +133.1% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling