+1,773.9%
AON vs STLD
+8,684.3%
-6,910.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -9.1% | +3.1% | -12.2% | -9.6% |
| 30D | -10.2% | -9.0% | -1.3% | -9.0% |
| 3M | +0.5% | -12.4% | +12.9% | +2.3% |
| 6M | -4.8% | +25.5% | -30.3% | -9.1% |
| YTD | -8.0% | +43.6% | -51.6% | -14.3% |
| 1Y | -13.1% | +87.2% | -100.3% | -22.8% |
| 3Y | -1.3% | +135.2% | -136.5% | -17.2% |
| 5Y | +14.9% | +290.9% | -276.0% | -13.6% |
| 10Y | +214.9% | +1,113.5% | -898.5% | +86.9% |
| All | +1,773.9% | +8,684.3% | -6,910.4% | +539.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling