-2.9%
AON vs SPG
+33.2%
-36.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.6% |
| 7D | +1.0% | +2.0% | -0.9% | +0.1% |
| 30D | +23.2% | +17.2% | +5.9% | +15.1% |
| 3M | -5.0% | +6.3% | -11.3% | -8.2% |
| 6M | +9.3% | +18.7% | -9.4% | +3.3% |
| YTD | -3.4% | +30.1% | -33.5% | -11.9% |
| 1Y | -2.9% | +32.8% | -35.6% | -12.2% |
| All | -2.9% | +33.2% | -36.1% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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