+202.6%
AON vs STT
+267.9%
-65.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -5.9% | -1.4% | -4.5% | -5.5% |
| 30D | -13.7% | +2.2% | -15.8% | -14.2% |
| 3M | -8.3% | +18.8% | -27.1% | -12.8% |
| 6M | -3.6% | +57.9% | -61.6% | -15.6% |
| YTD | -12.4% | +51.0% | -63.4% | -22.5% |
| 1Y | -14.6% | +77.1% | -91.8% | -28.1% |
| 3Y | -5.7% | +199.8% | -205.6% | -32.9% |
| 5Y | +9.1% | +156.0% | -146.8% | -21.3% |
| All | +202.6% | +267.9% | -65.2% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling