+199.6%
AON vs STT
+269.0%
-69.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -7.9% | +1.0% | -8.9% | -8.2% |
| 30D | -14.6% | +2.8% | -17.4% | -15.3% |
| 3M | -7.9% | +18.1% | -26.0% | -12.3% |
| 6M | -8.0% | +59.2% | -67.2% | -19.6% |
| YTD | -13.2% | +51.5% | -64.7% | -23.3% |
| 1Y | -16.4% | +75.7% | -92.1% | -29.4% |
| 3Y | -6.7% | +200.8% | -207.4% | -33.7% |
| 5Y | +8.0% | +155.8% | -147.8% | -22.1% |
| All | +199.6% | +269.0% | -69.4% | +84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling