+328.9%
AON vs SYF
+340.9%
-12.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -9.1% | +2.4% | -11.5% | -9.5% |
| 30D | -10.2% | +0.8% | -11.1% | -10.5% |
| 3M | +0.5% | +13.4% | -12.9% | -2.6% |
| 6M | -4.8% | +16.3% | -21.2% | -8.5% |
| YTD | -8.0% | -3.0% | -5.0% | -8.2% |
| 1Y | -13.1% | +5.7% | -18.8% | -15.1% |
| 3Y | -1.3% | +160.1% | -161.4% | -24.5% |
| 5Y | +14.9% | +88.5% | -73.6% | -7.6% |
| 10Y | +214.9% | +263.1% | -48.2% | +94.6% |
| All | +328.9% | +340.9% | -12.0% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling