+202.6%
AON vs STZ
-10.3%
+213.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.8% | +0.5% |
| 7D | -5.9% | -4.1% | -1.8% | -4.8% |
| 30D | -13.7% | -7.6% | -6.1% | -11.8% |
| 3M | -8.3% | -12.3% | +4.0% | -5.1% |
| 6M | -3.6% | -16.3% | +12.7% | +0.5% |
| YTD | -12.4% | -8.4% | -4.0% | -11.7% |
| 1Y | -14.6% | -10.8% | -3.8% | -13.5% |
| 3Y | -5.7% | -49.0% | +43.3% | +12.4% |
| 5Y | +9.1% | -36.5% | +45.6% | +19.1% |
| All | +202.6% | -10.3% | +213.0% | +183.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling