+3.5%
SNOW vs AON
+9.0%
-5.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.1% |
| 7D | -7.5% | -5.9% | -1.6% | -4.5% |
| 30D | -1.3% | -13.7% | +12.3% | +6.0% |
| 3M | +37.4% | -8.3% | +45.7% | +41.4% |
| 6M | +88.1% | -3.6% | +91.7% | +88.3% |
| YTD | +50.3% | -12.4% | +62.7% | +57.7% |
| 1Y | +46.0% | -14.6% | +60.6% | +54.8% |
| 3Y | +98.7% | -5.7% | +104.4% | +92.3% |
| 5Y | +3.5% | +9.1% | -5.6% | -20.1% |
| All | +3.5% | +9.0% | -5.5% | -20.1% |
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