+2,233.8%
SAP vs AON
+2,878.7%
-644.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -2.9% | -9.1% | +6.2% | +0.2% |
| 30D | +9.0% | -10.2% | +19.3% | +13.0% |
| 3M | +14.9% | +0.5% | +14.5% | +14.5% |
| 6M | +11.9% | -4.8% | +16.7% | +13.6% |
| YTD | -9.9% | -8.0% | -1.9% | -8.0% |
| 1Y | -19.5% | -13.1% | -6.5% | -16.3% |
| 3Y | +61.8% | -1.3% | +63.1% | +58.7% |
| 5Y | +56.2% | +14.9% | +41.3% | +43.6% |
| 10Y | +180.6% | +214.9% | -34.3% | +77.9% |
| All | +2,233.8% | +2,878.7% | -644.9% | +567.6% |
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