+230.4%
AON vs STLD
+790.2%
-559.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -3.2% | +6.9% | -10.0% | -4.4% |
| 30D | +21.7% | -1.5% | +23.1% | +21.8% |
| 3M | -5.1% | -9.7% | +4.6% | -3.8% |
| 6M | +5.9% | +2.3% | +3.6% | +4.5% |
| YTD | -4.8% | +41.0% | -45.8% | -12.5% |
| 1Y | -4.1% | +51.8% | -55.9% | -13.2% |
| 3Y | +2.0% | +126.4% | -124.4% | -17.6% |
| 5Y | +15.2% | +285.7% | -270.5% | -20.5% |
| All | +230.4% | +790.2% | -559.8% | +76.5% |
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