+8.0%
AON vs STLA
-63.2%
+71.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.7% | -3.3% |
| 7D | -7.9% | +0.4% | -8.3% | -8.0% |
| 30D | -14.6% | -5.2% | -9.4% | -14.3% |
| 3M | -7.9% | -24.9% | +17.0% | -5.6% |
| 6M | -8.0% | -25.2% | +17.2% | -6.0% |
| YTD | -13.2% | -51.4% | +38.2% | -7.5% |
| 1Y | -16.4% | -40.7% | +24.3% | -13.7% |
| 3Y | -6.7% | -66.3% | +59.6% | +1.1% |
| 5Y | +8.0% | -63.2% | +71.3% | +7.6% |
| All | +8.0% | -63.2% | +71.2% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling