-3.3%
AON vs STLA
-65.4%
+62.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.2% |
| 7D | -3.2% | +0.7% | -4.0% | -3.2% |
| 30D | -11.9% | -2.4% | -9.5% | -11.8% |
| 3M | -2.9% | -23.9% | +21.0% | -2.0% |
| 6M | -6.8% | -24.6% | +17.8% | -6.1% |
| YTD | -10.1% | -50.5% | +40.4% | -7.6% |
| 1Y | -14.2% | -39.8% | +25.6% | -13.4% |
| 3Y | -3.3% | -65.6% | +62.4% | -4.6% |
| All | -3.3% | -65.4% | +62.1% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling