-18.3%
AON vs SONY
-16.9%
-1.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.9% |
| 7D | -6.3% | -2.7% | -3.6% | -5.9% |
| 30D | -14.1% | +1.5% | -15.6% | -14.2% |
| 3M | -9.5% | +13.0% | -22.5% | -10.9% |
| 6M | -4.0% | +11.2% | -15.2% | -5.3% |
| YTD | -13.8% | -6.6% | -7.2% | -14.4% |
| 1Y | -18.3% | -18.1% | -0.2% | -18.6% |
| All | -18.3% | -16.9% | -1.4% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling