-14.4%
SMR vs AON
+6.9%
-21.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.7% | -14.0% | -15.7% |
| 7D | -11.2% | -6.3% | -4.9% | -11.4% |
| 30D | -10.2% | -14.1% | +3.9% | -10.7% |
| 3M | -10.0% | -9.5% | -0.5% | -10.7% |
| 6M | -30.5% | -4.0% | -26.4% | -31.4% |
| YTD | -39.2% | -13.8% | -25.4% | -39.3% |
| 1Y | -75.5% | -18.3% | -57.2% | -75.3% |
| 3Y | +45.4% | -7.2% | +52.6% | +44.8% |
| All | -14.4% | +6.9% | -21.3% | -19.6% |
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