+5,372.6%
AON vs STT
+6,537.0%
-1,164.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | +1.9% | +1.1% | +0.7% | +1.6% |
| 30D | +23.3% | -1.9% | +25.2% | +23.8% |
| 3M | -5.5% | -7.6% | +2.0% | -3.9% |
| 6M | +8.0% | +16.0% | -7.9% | +3.7% |
| YTD | -4.0% | +36.2% | -40.2% | -11.9% |
| 1Y | -1.7% | +46.8% | -48.5% | -11.6% |
| 3Y | +2.9% | +177.8% | -174.9% | -22.1% |
| 5Y | +17.2% | +105.8% | -88.6% | -6.6% |
| 10Y | +225.8% | +197.6% | +28.2% | +125.4% |
| All | +5,372.6% | +6,537.0% | -1,164.4% | +1,432.5% |
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