+153.1%
SO vs AON
+204.8%
-51.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | -1.1% | -6.3% | +5.2% | +1.1% |
| 30D | -5.0% | -14.1% | +9.1% | -0.2% |
| 3M | -5.8% | -9.5% | +3.7% | -3.0% |
| 6M | -7.9% | -4.0% | -3.9% | -7.6% |
| YTD | +2.4% | -13.8% | +16.2% | +6.5% |
| 1Y | -2.3% | -18.3% | +16.0% | +3.5% |
| 3Y | +41.9% | -7.2% | +49.1% | +41.3% |
| 5Y | +58.1% | +7.3% | +50.7% | +45.8% |
| All | +153.1% | +204.8% | -51.7% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling