+4,827.6%
AON vs STZ
+11,030.9%
-6,203.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +1.0% | +2.6% | -1.5% | +0.6% |
| 30D | +23.2% | +15.2% | +8.0% | +19.9% |
| 3M | -5.0% | +7.6% | -12.7% | -6.4% |
| 6M | +9.3% | +5.3% | +4.1% | +8.1% |
| YTD | -3.4% | +8.6% | -12.1% | -5.8% |
| 1Y | -2.9% | +15.6% | -18.4% | -6.5% |
| 3Y | +3.6% | -35.2% | +38.8% | +10.3% |
| 5Y | +16.9% | -29.1% | +46.0% | +21.8% |
| 10Y | +234.4% | +12.9% | +221.4% | +213.9% |
| All | +4,827.6% | +11,030.9% | -6,203.4% | +2,286.8% |
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