+13.6%
AON vs STT
+150.3%
-136.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -2.0% |
| 7D | -3.2% | +2.2% | -5.4% | -3.7% |
| 30D | -11.9% | +3.9% | -15.8% | -12.7% |
| 3M | -2.9% | +19.2% | -22.0% | -7.0% |
| 6M | -6.8% | +60.4% | -67.2% | -17.1% |
| YTD | -10.1% | +51.5% | -61.5% | -19.1% |
| 1Y | -14.2% | +76.3% | -90.5% | -25.9% |
| 3Y | -3.3% | +200.7% | -204.0% | -28.6% |
| 5Y | +13.6% | +157.5% | -143.9% | -17.4% |
| All | +13.6% | +150.3% | -136.7% | -17.4% |
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