+2,439.3%
SAP vs AON
+2,981.8%
-542.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -3.9% | -3.2% | -0.7% | -2.7% |
| 30D | +6.5% | +21.7% | -15.2% | -0.8% |
| 3M | +14.7% | -5.1% | +19.8% | +16.3% |
| 6M | +39.9% | +5.9% | +34.0% | +36.7% |
| YTD | -2.0% | -4.8% | +2.8% | -1.2% |
| 1Y | -6.0% | -4.1% | -2.0% | -5.6% |
| 3Y | +67.7% | +2.0% | +65.7% | +62.4% |
| 5Y | +78.8% | +15.2% | +63.6% | +64.4% |
| 10Y | +229.3% | +229.5% | -0.3% | +105.3% |
| All | +2,439.3% | +2,981.8% | -542.4% | +616.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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