+10.2%
SHW vs AON
+17.1%
-6.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.8% |
| 7D | +1.9% | +1.0% | +0.9% | +1.5% |
| 30D | +8.1% | +23.2% | -15.1% | -0.3% |
| 3M | -2.8% | -5.0% | +2.2% | -1.2% |
| 6M | +15.0% | +9.3% | +5.7% | +10.4% |
| YTD | +9.0% | -3.4% | +12.4% | +9.3% |
| 1Y | +4.5% | -2.9% | +7.4% | +4.5% |
| 3Y | +41.9% | +3.6% | +38.2% | +36.1% |
| All | +10.2% | +17.1% | -6.8% | -3.2% |
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