+5,143.6%
AON vs STT
+7,372.9%
-2,229.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -9.1% | +0.5% | -9.6% | -9.2% |
| 30D | -10.2% | +3.9% | -14.1% | -11.1% |
| 3M | +0.5% | +20.0% | -19.5% | -4.2% |
| 6M | -4.8% | +55.3% | -60.1% | -15.2% |
| YTD | -8.0% | +53.3% | -61.3% | -17.9% |
| 1Y | -13.1% | +74.7% | -87.8% | -25.1% |
| 3Y | -1.3% | +205.8% | -207.1% | -27.0% |
| 5Y | +14.9% | +145.0% | -130.1% | -12.3% |
| 10Y | +214.9% | +266.0% | -51.1% | +107.3% |
| All | +5,143.6% | +7,372.9% | -2,229.3% | +1,327.7% |
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