+184.3%
SE vs AON
-6.9%
+191.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -3.5% |
| 7D | -3.6% | -7.9% | +4.3% | -2.3% |
| 30D | -5.3% | -14.6% | +9.3% | -2.8% |
| 3M | +28.1% | -7.9% | +36.0% | +29.8% |
| 6M | +20.7% | -8.0% | +28.7% | +22.1% |
| YTD | -14.8% | -13.2% | -1.6% | -13.1% |
| 1Y | -43.6% | -16.4% | -27.1% | -42.0% |
| All | +184.3% | -6.9% | +191.2% | +183.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling