+230.6%
AON vs STLD
+779.4%
-548.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.1% |
| 7D | +0.7% | -9.7% | +10.4% | +2.5% |
| 30D | +23.1% | -4.5% | +27.6% | +23.9% |
| 3M | -6.0% | -13.1% | +7.0% | -4.0% |
| 6M | +7.9% | -2.8% | +10.6% | +7.4% |
| YTD | -4.1% | +35.3% | -39.5% | -11.2% |
| 1Y | -2.3% | +51.4% | -53.7% | -11.7% |
| 3Y | +3.4% | +117.9% | -114.5% | -15.9% |
| 5Y | +17.1% | +272.6% | -255.5% | -18.7% |
| 10Y | +230.6% | +782.2% | -551.6% | +71.8% |
| All | +230.6% | +779.4% | -548.8% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling