+209.2%
AON vs STLD
+1,072.4%
-863.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.1% |
| 7D | -3.2% | +2.7% | -5.9% | -3.7% |
| 30D | -11.9% | -8.4% | -3.4% | -10.6% |
| 3M | -2.9% | -9.9% | +7.0% | -1.3% |
| 6M | -6.8% | +33.0% | -39.9% | -12.6% |
| YTD | -10.1% | +42.6% | -52.6% | -17.2% |
| 1Y | -14.2% | +80.8% | -95.0% | -25.1% |
| 3Y | -3.3% | +143.4% | -146.7% | -22.8% |
| 5Y | +13.6% | +293.4% | -279.8% | -21.6% |
| 10Y | +209.2% | +1,080.4% | -871.2% | +55.8% |
| All | +209.2% | +1,072.4% | -863.2% | +55.8% |
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