+1,346.7%
AON vs SNY
+241.9%
+1,104.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -6.3% | -3.3% | -3.0% | -5.3% |
| 30D | -14.1% | -2.2% | -11.9% | -13.5% |
| 3M | -9.5% | -3.0% | -6.4% | -8.6% |
| 6M | -4.0% | +2.7% | -6.8% | -5.1% |
| YTD | -13.8% | -6.8% | -7.0% | -12.3% |
| 1Y | -18.3% | -5.3% | -13.0% | -17.6% |
| 3Y | -7.2% | -9.8% | +2.6% | -7.1% |
| 5Y | +7.3% | +9.7% | -2.3% | -0.8% |
| 10Y | +203.6% | +64.5% | +139.1% | +139.6% |
| All | +1,346.7% | +241.9% | +1,104.7% | +701.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling