+4,801.9%
AON vs STZ
+10,917.0%
-6,115.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.2% |
| 7D | -2.4% | -0.9% | -1.4% | -2.2% |
| 30D | +22.8% | +14.9% | +7.9% | +19.6% |
| 3M | -5.3% | +8.4% | -13.8% | -6.8% |
| 6M | +8.4% | +2.8% | +5.6% | +7.6% |
| YTD | -3.9% | +7.5% | -11.4% | -6.1% |
| 1Y | -3.1% | +12.5% | -15.7% | -6.2% |
| 3Y | +3.0% | -35.4% | +38.4% | +9.7% |
| 5Y | +16.7% | -29.3% | +46.0% | +21.6% |
| 10Y | +232.6% | +11.8% | +220.9% | +212.9% |
| All | +4,801.9% | +10,917.0% | -6,115.1% | +2,279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling