+589.4%
SE vs AON
+130.1%
+459.3%
-90.5%
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% | -0.3% |
| 7D | -6.1% | -9.1% | +3.0% | -1.4% |
| 30D | -2.5% | -10.2% | +7.8% | +3.0% |
| 3M | +21.7% | +0.5% | +21.2% | +20.4% |
| 6M | +27.0% | -4.8% | +31.8% | +28.7% |
| YTD | -12.1% | -8.0% | -4.1% | -10.0% |
| 1Y | -40.9% | -13.1% | -27.8% | -37.7% |
| 3Y | +191.0% | -1.3% | +192.3% | +175.6% |
| 5Y | -68.3% | +14.9% | -83.2% | -72.6% |
| All | +589.4% | +130.1% | +459.3% | +279.5% |
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