-14.9%
SNPS vs AON
-6.9%
-8.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.7% |
| 7D | -5.5% | -7.9% | +2.4% | -4.7% |
| 30D | -4.5% | -14.6% | +10.2% | -2.9% |
| 3M | -15.5% | -7.9% | -7.6% | -15.2% |
| 6M | -10.1% | -8.0% | -2.1% | -9.9% |
| YTD | -16.3% | -13.2% | -3.1% | -15.4% |
| 1Y | -34.9% | -16.4% | -18.5% | -33.6% |
| All | -14.9% | -6.9% | -8.0% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling