+1,846.9%
AON vs STLD
+8,008.3%
-6,161.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.2% | -2.9% |
| 7D | +4.4% | -11.1% | +15.5% | +6.3% |
| 30D | +24.1% | -4.8% | +28.9% | +24.9% |
| 3M | -7.0% | -14.6% | +7.6% | -4.9% |
| 6M | +9.1% | -7.4% | +16.5% | +9.6% |
| YTD | -4.4% | +32.6% | -37.0% | -10.0% |
| 1Y | -0.8% | +47.3% | -48.1% | -8.4% |
| 3Y | +5.1% | +107.5% | -102.4% | -10.1% |
| 5Y | +20.4% | +268.8% | -248.4% | -8.7% |
| 10Y | +239.2% | +883.3% | -644.1% | +107.8% |
| All | +1,846.9% | +8,008.3% | -6,161.5% | +571.3% |
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