+17.1%
AON vs STLD
+255.4%
-238.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.2% | -2.8% |
| 7D | +4.4% | -11.1% | +15.5% | +5.9% |
| 30D | +24.1% | -4.8% | +28.9% | +24.7% |
| 3M | -7.0% | -14.6% | +7.6% | -5.3% |
| 6M | +9.1% | -7.4% | +16.5% | +9.5% |
| YTD | -4.4% | +32.6% | -37.0% | -9.8% |
| 1Y | -0.8% | +47.3% | -48.1% | -8.1% |
| 3Y | +5.1% | +107.5% | -102.4% | -10.9% |
| All | +17.1% | +255.4% | -238.3% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling