+16.7%
AON vs STT
+109.1%
-92.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | +22.8% | -0.4% | +23.2% | +22.8% |
| 3M | -5.3% | -6.5% | +1.1% | -4.1% |
| 6M | +8.4% | +17.2% | -8.8% | +3.9% |
| YTD | -3.9% | +38.2% | -42.1% | -11.8% |
| 1Y | -3.1% | +49.3% | -52.4% | -12.8% |
| 3Y | +3.0% | +181.9% | -178.9% | -22.9% |
| 5Y | +16.7% | +106.9% | -90.2% | -10.0% |
| All | +16.7% | +109.1% | -92.4% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling