-13.1%
AON vs STZ
-10.2%
-2.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -9.1% | -1.9% | -7.2% | -9.0% |
| 30D | -10.2% | -1.9% | -8.4% | -10.1% |
| 3M | +0.5% | -6.2% | +6.7% | +0.6% |
| 6M | -4.8% | -14.0% | +9.2% | -5.4% |
| YTD | -8.0% | -5.1% | -2.9% | -10.2% |
| 1Y | -13.1% | -9.6% | -3.5% | -15.5% |
| All | -13.1% | -10.2% | -2.9% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling