+4,845.0%
AON vs SONY
+514.2%
+4,330.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -7.9% | -4.9% | -3.0% | -7.0% |
| 30D | -14.6% | -1.6% | -13.1% | -14.4% |
| 3M | -7.9% | +10.0% | -17.9% | -9.7% |
| 6M | -8.0% | +8.4% | -16.4% | -9.8% |
| YTD | -13.2% | -8.4% | -4.8% | -12.2% |
| 1Y | -16.4% | -18.4% | +1.9% | -13.7% |
| 3Y | -6.7% | +41.0% | -47.6% | -14.8% |
| 5Y | +8.0% | +9.3% | -1.3% | +2.6% |
| 10Y | +205.6% | +281.7% | -76.1% | +123.2% |
| All | +4,845.0% | +514.2% | +4,330.8% | +2,645.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling