+8.0%
AON vs STZ
-38.0%
+46.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.6% |
| 7D | -7.9% | -6.0% | -1.9% | -6.8% |
| 30D | -14.6% | -8.9% | -5.8% | -13.2% |
| 3M | -7.9% | -12.6% | +4.6% | -5.7% |
| 6M | -8.0% | -17.2% | +9.2% | -5.3% |
| YTD | -13.2% | -10.0% | -3.2% | -12.9% |
| 1Y | -16.4% | -14.3% | -2.1% | -15.3% |
| 3Y | -6.7% | -49.9% | +43.3% | +7.9% |
| 5Y | +8.0% | -38.2% | +46.3% | +14.0% |
| All | +8.0% | -38.0% | +46.0% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling