+4,167.1%
SMCI vs AON
+886.5%
+3,280.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.4% |
| 7D | -1.3% | -5.9% | +4.6% | +1.2% |
| 30D | +18.3% | -13.7% | +32.0% | +25.2% |
| 3M | +27.7% | -8.3% | +36.0% | +29.6% |
| 6M | +17.6% | -3.6% | +21.2% | +14.0% |
| YTD | +27.7% | -12.4% | +40.1% | +29.2% |
| 1Y | -14.9% | -14.6% | -0.2% | -13.2% |
| 3Y | +33.2% | -5.7% | +38.9% | +24.4% |
| 5Y | +921.6% | +9.1% | +912.4% | +757.1% |
| 10Y | +1,672.4% | +208.7% | +1,463.7% | +655.3% |
| All | +4,167.1% | +886.5% | +3,280.6% | +887.7% |
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