+957.2%
AON vs STLA
+150.0%
+807.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +1.0% | -13.8% | +14.8% | +2.8% |
| 30D | +23.2% | -10.5% | +33.7% | +24.7% |
| 3M | -5.0% | -28.9% | +23.8% | -1.4% |
| 6M | +9.3% | -49.7% | +59.1% | +18.0% |
| YTD | -3.4% | -64.9% | +61.5% | +8.0% |
| 1Y | -2.9% | -64.0% | +61.2% | +8.1% |
| 3Y | +3.6% | -77.4% | +81.1% | +19.6% |
| 5Y | +16.9% | -74.4% | +91.3% | +30.2% |
| 10Y | +234.4% | -6.4% | +240.7% | +214.8% |
| All | +957.2% | +150.0% | +807.2% | +832.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling