+230.4%
AON vs STT
+198.7%
+31.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | -3.2% | +5.1% | -8.3% | -4.5% |
| 30D | +21.7% | -0.2% | +21.9% | +21.6% |
| 3M | -5.1% | -8.1% | +3.0% | -3.1% |
| 6M | +5.9% | +16.6% | -10.7% | +0.9% |
| YTD | -4.8% | +37.8% | -42.6% | -13.8% |
| 1Y | -4.1% | +46.8% | -50.9% | -14.8% |
| 3Y | +2.0% | +181.2% | -179.1% | -26.3% |
| 5Y | +15.2% | +105.1% | -89.9% | -11.4% |
| All | +230.4% | +198.7% | +31.8% | +120.6% |
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