+8.1%
AON vs SPG
+103.2%
-95.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -2.8% |
| 7D | -7.9% | -1.7% | -6.3% | -7.5% |
| 30D | -14.6% | -6.3% | -8.4% | -13.0% |
| 3M | -7.9% | -2.4% | -5.5% | -7.2% |
| 6M | -8.0% | +9.6% | -17.6% | -10.6% |
| YTD | -13.2% | +14.2% | -27.4% | -16.7% |
| 1Y | -16.4% | +19.3% | -35.7% | -20.8% |
| 3Y | -6.7% | +106.7% | -113.4% | -27.0% |
| All | +8.1% | +103.2% | -95.2% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling