-48.8%
SE vs AON
+2.1%
-50.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.4% | +0.1% | +3.8% |
| 7D | +6.7% | +9.4% | -2.8% | +5.4% |
| 30D | -17.2% | +27.0% | -44.2% | -19.8% |
| 3M | -28.0% | -3.1% | -24.9% | -27.8% |
| 6M | -6.1% | +10.0% | -16.1% | -6.3% |
| YTD | -37.1% | -1.6% | -35.5% | -38.7% |
| 1Y | -48.8% | +0.9% | -49.6% | -49.7% |
| All | -48.8% | +2.1% | -50.9% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling