+562.3%
SE vs AON
+119.2%
+443.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.5% |
| 7D | -4.8% | -5.9% | +1.1% | -1.7% |
| 30D | -18.1% | -13.7% | -4.5% | -11.7% |
| 3M | +30.6% | -8.3% | +38.9% | +35.8% |
| 6M | +20.8% | -3.6% | +24.4% | +21.5% |
| YTD | -15.6% | -12.4% | -3.2% | -11.3% |
| 1Y | -44.2% | -14.6% | -29.6% | -40.7% |
| 3Y | +181.5% | -5.7% | +187.3% | +172.9% |
| 5Y | -66.9% | +9.1% | -76.1% | -70.6% |
| All | +562.3% | +119.2% | +443.1% | +274.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling