+4,003.2%
AON vs SPG
+5,939.2%
-1,936.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -3.2% | +3.1% | -6.3% | -3.9% |
| 30D | +21.7% | +16.4% | +5.3% | +17.2% |
| 3M | -5.1% | +7.1% | -12.2% | -6.7% |
| 6M | +5.9% | +16.1% | -10.2% | +2.1% |
| YTD | -4.8% | +30.4% | -35.2% | -11.0% |
| 1Y | -4.1% | +33.0% | -37.0% | -10.7% |
| 3Y | +2.0% | +134.6% | -132.6% | -18.5% |
| 5Y | +15.2% | +84.9% | -69.7% | -3.7% |
| 10Y | +229.5% | +114.9% | +114.6% | +141.0% |
| All | +4,003.2% | +5,939.2% | -1,936.0% | +1,028.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling