+11.1%
SMR vs AON
+11.6%
-0.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.3% | +17.5% | +15.2% |
| 7D | +21.4% | -3.2% | +24.6% | +21.3% |
| 30D | +13.8% | -11.9% | +25.7% | +13.4% |
| 3M | +3.9% | -2.9% | +6.8% | +3.2% |
| 6M | -4.2% | -6.8% | +2.6% | -4.5% |
| YTD | -21.1% | -10.1% | -11.0% | -21.1% |
| 1Y | -67.1% | -14.2% | -52.8% | -66.8% |
| 3Y | +88.9% | -3.3% | +92.1% | +88.3% |
| All | +11.1% | +11.6% | -0.4% | +4.5% |
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