+20,418.4%
SHW vs AON
+5,128.2%
+15,290.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | -3.2% | -9.1% | +5.9% | -0.5% |
| 30D | -9.5% | -10.2% | +0.7% | -6.6% |
| 3M | +11.5% | +0.5% | +11.0% | +11.0% |
| 6M | -3.5% | -4.8% | +1.3% | -2.7% |
| YTD | +3.7% | -8.0% | +11.7% | +5.4% |
| 1Y | -7.9% | -13.1% | +5.2% | -4.9% |
| 3Y | +24.7% | -1.3% | +26.0% | +22.9% |
| 5Y | +13.6% | +14.9% | -1.3% | +6.4% |
| 10Y | +283.0% | +214.9% | +68.0% | +165.6% |
| All | +20,418.4% | +5,128.2% | +15,290.2% | +5,880.9% |
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