+202.6%
AON vs SYF
+255.8%
-53.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.5% |
| 7D | -5.9% | -5.5% | -0.4% | -4.7% |
| 30D | -13.7% | -3.9% | -9.8% | -13.0% |
| 3M | -8.3% | +8.9% | -17.2% | -10.3% |
| 6M | -3.6% | +16.2% | -19.9% | -7.3% |
| YTD | -12.4% | -8.4% | -3.9% | -11.4% |
| 1Y | -14.6% | +2.6% | -17.3% | -16.1% |
| 3Y | -5.7% | +156.4% | -162.1% | -27.6% |
| 5Y | +9.1% | +78.2% | -69.0% | -11.0% |
| All | +202.6% | +255.8% | -53.1% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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