+4,063.4%
AON vs SPG
+5,922.7%
-1,859.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.5% |
| 7D | +1.0% | +2.0% | -0.9% | +0.5% |
| 30D | +23.2% | +17.2% | +5.9% | +18.5% |
| 3M | -5.0% | +6.3% | -11.3% | -6.4% |
| 6M | +9.3% | +18.7% | -9.4% | +4.8% |
| YTD | -3.4% | +30.1% | -33.5% | -9.6% |
| 1Y | -2.9% | +32.8% | -35.6% | -9.6% |
| 3Y | +3.6% | +133.6% | -129.9% | -17.1% |
| 5Y | +16.9% | +84.4% | -67.5% | -2.2% |
| 10Y | +234.4% | +114.3% | +120.1% | +144.7% |
| All | +4,063.4% | +5,922.7% | -1,859.3% | +1,045.8% |
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