+5,404.7%
AON vs STT
+6,607.8%
-1,203.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +1.0% | +4.8% | -3.7% | -0.1% |
| 30D | +23.2% | +3.9% | +19.2% | +21.9% |
| 3M | -5.0% | -8.2% | +3.1% | -3.2% |
| 6M | +9.3% | +15.6% | -6.3% | +5.0% |
| YTD | -3.4% | +37.6% | -41.0% | -11.6% |
| 1Y | -2.9% | +50.1% | -53.0% | -13.1% |
| 3Y | +3.6% | +183.1% | -179.4% | -21.9% |
| 5Y | +16.9% | +104.8% | -88.0% | -6.7% |
| 10Y | +234.4% | +201.9% | +32.5% | +130.5% |
| All | +5,404.7% | +6,607.8% | -1,203.1% | +1,437.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling