+8.0%
AON vs SYF
+89.2%
-81.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.2% |
| 7D | -7.9% | -1.3% | -6.6% | -7.7% |
| 30D | -14.6% | -1.1% | -13.6% | -14.5% |
| 3M | -7.9% | +7.4% | -15.3% | -9.2% |
| 6M | -8.0% | +16.2% | -24.2% | -10.7% |
| YTD | -13.2% | -6.1% | -7.1% | -12.9% |
| 1Y | -16.4% | +3.4% | -19.8% | -17.6% |
| 3Y | -6.7% | +162.9% | -169.5% | -24.9% |
| 5Y | +8.0% | +85.6% | -77.6% | -12.3% |
| All | +8.0% | +89.2% | -81.2% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling