-66.6%
SE vs AON
+7.9%
-74.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -2.1% |
| 7D | -3.6% | -7.9% | +4.3% | +0.8% |
| 30D | -5.3% | -14.6% | +9.3% | +3.1% |
| 3M | +28.1% | -7.9% | +36.0% | +32.8% |
| 6M | +20.7% | -8.0% | +28.7% | +24.4% |
| YTD | -14.8% | -13.2% | -1.6% | -9.7% |
| 1Y | -43.6% | -16.4% | -27.1% | -38.9% |
| 3Y | +184.2% | -6.7% | +190.9% | +170.8% |
| All | -66.6% | +7.9% | -74.5% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling